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 3 5 5 893
A Threshold Error Correction Model for Intraday Futures and Index Returns 0 0 0 0 1 4 5 503
An Empirical Comparison of Default Swap Pricing Models 0 0 0 202 1 7 8 434
An Empirical Comparison of Default Swap Pricing Models 0 0 1 15 2 7 8 89
An Empirical Comparison of Default Swap Pricing Models 0 0 1 1,149 1 6 9 2,811
An Empirical Comparison of Default Swap Pricing Models 0 0 0 2,859 10 19 20 6,054
Comparing possible proxies of corporate bond liquidity 0 0 0 83 0 10 12 500
Hedging Options under Transaction Costs and Stochastic Volatility 0 0 0 0 5 13 25 2,366
How to measure Corporate Bond Liquidity? 0 1 4 2,025 1 8 14 5,769
Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market 0 0 0 566 2 4 6 1,245
Mixtures of Tails in Clustered Automobile Claims 0 0 0 0 0 2 2 245
ON THE SNAPPER, LIEBLER — VITALE, LAM THEOREM ON PERMUTATION REPRESENTATIONS OF THE SYMMETRIC GROUP 0 0 0 0 2 4 5 8
OPTIMAL HOUSING MAINTENANCE UNDER UNCERTAINTY 0 0 0 0 0 3 5 13
OPTION PRICING AND STOCHASTIC PROCESSES 0 0 2 10 1 8 11 34
Pricing default swaps: empirical evidence 0 0 0 60 0 4 10 221
THE CUSP CATASTROPHE IN THE URBAN RETAIL MODEL 0 0 0 0 0 5 9 13
THE GENERAL LINEAR GROUP OF POLYNOMIAL RINGS OVER REGULAR RINGS 0 0 1 16 3 8 12 40
THE VALUE OF AN OPTION BASED ON AN AVERAGE SECURITY VALUE 0 0 0 3 1 3 7 17
The Valuation of Interest Rate Derivatives: Empirical Evidence from the Spanish Market 0 0 0 337 0 4 4 1,137
Valuing Euro Rating-Triggered Step-Up Telecom Bonds 0 0 0 128 0 4 5 595
Valuing Euro rating-triggered step-up telecom bonds 0 0 0 8 0 4 6 62
Total Working Papers 0 1 9 7,715 33 132 188 23,049

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 10 19 19 40
A Stochastic Version of the Urban Retail Model 0 0 0 9 3 5 6 55
A pricing method for options based on average asset values 7 20 117 7,770 16 62 231 13,350
A threshold error-correction model for intraday futures and index returns 0 0 1 311 2 5 8 804
Analysis of the Term Structure of Implied Volatilities 0 0 3 136 0 9 18 317
Average Interest Rate Caps 0 0 0 180 5 9 9 980
Book Review 0 0 0 0 0 3 4 11
Comparing possible proxies of corporate bond liquidity 0 0 2 272 6 9 26 776
Currency lookback options and observation frequency: A binomial approach 0 0 1 237 0 6 16 512
Equilibrium points in an urban retail model and their connection with dynamical systems 0 0 0 15 0 3 6 62
Hedging options under transaction costs and stochastic volatility 0 0 0 165 2 13 16 346
Mixtures of tails in clustered automobile collision claims 0 0 0 26 2 6 9 115
On the Uniqueness and Existence of Equilibrium Points in an Urban Retail Model 0 0 0 5 1 6 6 40
Optimal housing maintenance under uncertainty 0 0 0 37 1 4 8 90
Option Replication in Discrete Time with Transaction Costs 3 4 11 696 7 14 35 1,588
Option pricing with hedging at fixed trading dates 0 1 2 34 2 7 8 76
Options and earnings announcements: an empirical study for the European Options Exchange 0 0 0 0 0 3 3 4
Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity 1 3 6 95 4 25 32 249
Prices and hedge ratios of average exchange rate options 0 3 6 642 1 10 19 1,045
Pricing American interest rate claims with humped volatility models 0 0 0 82 0 3 8 262
Pricing default swaps: Empirical evidence 0 0 0 167 0 6 9 465
Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra 0 0 0 1 2 8 13 18
The Cusp Catastrophe in the Urban Retail Model 0 0 0 6 0 2 3 54
The impact of firm specific news on implied volatilities 0 0 0 184 1 9 12 364
The relation between the rent and selling price of a building under optimal maintenance with uncertainty 0 0 0 21 1 2 5 91
Transaction costs and efficiency of portfolio strategies 0 0 0 25 2 4 9 76
Total Journal Articles 11 31 149 11,120 68 252 538 21,790

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 0 92 0 4 6 242
Total Chapters 0 0 0 92 0 4 6 242

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Statistics updated 2026-03-04