Access Statistics for Antoon Pelsser

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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
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


Statistics updated 2009-11-04