Access Statistics for Antoon Pelsser

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Comparison of Single Factor Markov-Functional and Multi Factor Market Models	2	5	13	130	6	11	36	304
A Comparison of Single Factor Markov-functional and Multi Factor Market Models	3	4	40	475	3	4	71	832
Fast drift approximated pricing in the BGM model	7	12	50	639	12	37	133	1,497
Level-Slope-Curvature - Fact or Artefact?	11	73	112	312	22	123	220	700
Libor and swap market models for the pricing of interest rate derivatives: an empirical analysis	10	33	133	2,579	29	91	392	7,399
Observational equivalence of discrete string models and market models	0	3	21	204	2	12	58	612
Pricing Double Barrier Options: An Analytical Approach	2	8	21	591	3	18	50	954
Pricing Double Barrier Options: An Analytical Approach	19	51	195	2,116	44	121	491	5,319
Pricing and Hedging Guaranteed Annuity Options via Static Option Replication	1	15	72	690	5	30	182	1,745
Risico en Rendement in Balans voor Verzekeraars	2	5	11	28	3	11	37	124
Risk Managing Bermudan Swaptions in the Libor BGM Model	4	12	47	811	8	29	117	1,842
Risk managing bermudan swaptions in the libor BGM model	0	1	1	1	0	2	2	2
Transaction Costs and Efficiency of Portfolio Strategies	0	0	0	0	2	4	17	383
Total Working Papers	61	222	716	8,576	139	493	1,806	21,713

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Analytical approximations for prices of swap rate dependent embedded options in insurance products	4	6	14	14	6	12	30	30
Level-Slope-Curvature - Fact or Artefact?	1	1	15	36	4	12	70	136
Markov-functional interest rate models	10	32	171	1,769	19	62	371	3,550
On the Information in the Interest Rate Term Structure and Option Prices	1	2	11	143	3	4	25	311
PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS	4	10	49	114	7	16	76	190
Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurance	4	8	32	152	5	15	59	283
Pricing and hedging guaranteed annuity options via static option replication	0	0	10	152	0	3	30	389
Pricing double barrier options using Laplace transforms	6	18	78	861	9	27	129	2,134
Transaction costs and efficiency of portfolio strategies	1	3	5	8	2	4	10	22
Total Journal Articles	31	80	385	3,249	55	155	800	7,045

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage for services based on the RePEc data set.

LogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-11-04