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	0	2	17	116	0	8	52	266
A Comparison of Single Factor Markov-functional and Multi Factor Market Models	3	12	72	431	7	28	164	754
Fast drift approximated pricing in the BGM model	2	12	50	586	12	44	172	1,351
Level-Slope-Curvature - Fact or Artefact?	5	10	50	199	12	31	114	475
Libor and swap market models for the pricing of interest rate derivatives: an empirical analysis	13	36	197	2,443	35	102	488	6,994
Observational equivalence of discrete string models and market models	2	7	29	181	4	23	76	550
Pricing Double Barrier Options: An Analytical Approach	2	9	59	566	5	21	110	899
Pricing Double Barrier Options: An Analytical Approach	18	76	348	1,898	46	180	809	4,773
Pricing and Hedging Guaranteed Annuity Options via Static Option Replication	14	36	98	608	30	89	250	1,543
Risico en Rendement in Balans voor Verzekeraars	0	1	5	16	6	15	53	82
Risk Managing Bermudan Swaptions in the Libor BGM Model	2	8	72	762	7	27	192	1,721
Transaction Costs and Efficiency of Portfolio Strategies	0	0	0	0	2	4	15	364
Total Working Papers	61	209	997	7,806	166	572	2,495	19,772

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Level-Slope-Curvature - Fact or Artefact?	1	2	19	19	5	14	56	56
Markov-functional interest rate models	16	55	256	1,581	35	113	472	3,149
On the Information in the Interest Rate Term Structure and Option Prices	0	2	13	132	0	5	34	282
PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS	7	19	52	59	11	35	91	103
Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurance	2	7	30	120	3	12	65	222
Pricing and hedging guaranteed annuity options via static option replication	3	6	19	142	4	11	47	359
Pricing double barrier options using Laplace transforms	6	20	85	775	12	38	171	1,992
Transaction costs and efficiency of portfolio strategies	0	1	3	3	1	4	12	12
Total Journal Articles	35	112	477	2,831	71	232	948	6,175

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

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Statistics updated 2008-10-02