Access Statistics for Ton Vorst

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 Pricing Model for American Options with Stochastic Interest Rates 0 0 0 254 0 0 0 888
A Threshold Error Correction Model for Intraday Futures and Index Returns 0 0 0 0 1 1 1 499
An Empirical Comparison of Default Swap Pricing Models 0 0 1 15 0 0 2 82
An Empirical Comparison of Default Swap Pricing Models 0 0 0 202 0 0 3 427
An Empirical Comparison of Default Swap Pricing Models 0 0 0 2,859 1 1 1 6,035
An Empirical Comparison of Default Swap Pricing Models 1 1 1 1,149 2 3 4 2,805
Comparing possible proxies of corporate bond liquidity 0 0 1 83 1 2 3 490
Hedging Options under Transaction Costs and Stochastic Volatility 0 0 0 0 0 9 12 2,353
How to measure Corporate Bond Liquidity? 0 0 3 2,024 0 2 7 5,761
Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market 0 0 0 566 1 1 2 1,241
Mixtures of Tails in Clustered Automobile Claims 0 0 0 0 0 0 0 243
ON THE SNAPPER, LIEBLER — VITALE, LAM THEOREM ON PERMUTATION REPRESENTATIONS OF THE SYMMETRIC GROUP 0 0 0 0 1 1 1 4
OPTIMAL HOUSING MAINTENANCE UNDER UNCERTAINTY 0 0 0 0 0 0 2 10
OPTION PRICING AND STOCHASTIC PROCESSES 0 1 2 10 1 2 6 26
Pricing default swaps: empirical evidence 0 0 0 60 2 4 7 217
THE CUSP CATASTROPHE IN THE URBAN RETAIL MODEL 0 0 0 0 2 3 4 8
THE GENERAL LINEAR GROUP OF POLYNOMIAL RINGS OVER REGULAR RINGS 1 1 1 16 1 2 4 32
THE VALUE OF AN OPTION BASED ON AN AVERAGE SECURITY VALUE 0 0 0 3 1 3 4 14
The Valuation of Interest Rate Derivatives: Empirical Evidence from the Spanish Market 0 0 1 337 0 0 2 1,133
Valuing Euro Rating-Triggered Step-Up Telecom Bonds 0 0 0 128 1 1 1 591
Valuing Euro rating-triggered step-up telecom bonds 0 0 0 8 1 2 2 58
Total Working Papers 2 3 10 7,714 16 37 68 22,917

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Pricing Model for American Options with Gaussian Interest Rates 0 0 0 4 0 0 1 21
A Stochastic Version of the Urban Retail Model 0 0 0 9 1 1 1 50
A pricing method for options based on average asset values 17 32 132 7,750 32 68 251 13,288
A threshold error-correction model for intraday futures and index returns 0 1 2 311 1 2 6 799
Analysis of the Term Structure of Implied Volatilities 0 1 5 136 1 3 13 308
Average Interest Rate Caps 0 0 1 180 0 0 1 971
Book Review 0 0 0 0 0 0 2 8
Comparing possible proxies of corporate bond liquidity 1 1 3 272 6 8 23 767
Currency lookback options and observation frequency: A binomial approach 0 0 1 237 0 8 11 506
Equilibrium points in an urban retail model and their connection with dynamical systems 0 0 0 15 1 2 3 59
Hedging options under transaction costs and stochastic volatility 0 0 0 165 2 3 3 333
Mixtures of tails in clustered automobile collision claims 0 0 0 26 0 3 3 109
On the Uniqueness and Existence of Equilibrium Points in an Urban Retail Model 0 0 0 5 0 0 0 34
Optimal housing maintenance under uncertainty 0 0 0 37 1 1 4 86
Option Replication in Discrete Time with Transaction Costs 1 1 8 692 3 9 24 1,574
Option pricing with hedging at fixed trading dates 0 0 1 33 0 0 1 69
Options and earnings announcements: an empirical study for the European Options Exchange 0 0 0 0 0 0 0 1
Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity 0 0 5 92 2 3 11 224
Prices and hedge ratios of average exchange rate options 0 2 4 639 3 5 10 1,035
Pricing American interest rate claims with humped volatility models 0 0 0 82 5 5 5 259
Pricing default swaps: Empirical evidence 0 0 0 167 1 2 5 459
Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra 0 0 1 1 1 1 6 10
The Cusp Catastrophe in the Urban Retail Model 0 0 0 6 1 1 1 52
The impact of firm specific news on implied volatilities 0 0 0 184 2 2 4 355
The relation between the rent and selling price of a building under optimal maintenance with uncertainty 0 0 0 21 1 1 3 89
Transaction costs and efficiency of portfolio strategies 0 0 0 25 2 5 5 72
Total Journal Articles 19 38 163 11,089 66 133 397 21,538

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Options on Dividend Paying Stocks 0 0 6 92 0 0 13 238
Total Chapters 0 0 6 92 0 0 13 238

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

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

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

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

Statistics updated 2025-12-06