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 1 5 7 895
A Threshold Error Correction Model for Intraday Futures and Index Returns 0 0 0 0 2 3 7 505
An Empirical Comparison of Default Swap Pricing Models 0 0 0 202 7 8 14 441
An Empirical Comparison of Default Swap Pricing Models 0 0 0 15 1 3 8 90
An Empirical Comparison of Default Swap Pricing Models 0 0 0 2,859 4 17 27 6,061
An Empirical Comparison of Default Swap Pricing Models 0 0 1 1,149 1 2 10 2,812
Comparing possible proxies of corporate bond liquidity 0 1 1 84 0 2 14 502
Hedging Options under Transaction Costs and Stochastic Volatility 0 0 0 0 2 7 26 2,368
How to measure Corporate Bond Liquidity? 0 0 3 2,025 2 3 15 5,771
Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market 0 1 1 567 1 4 8 1,247
Mixtures of Tails in Clustered Automobile Claims 0 0 0 0 1 1 3 246
ON THE SNAPPER, LIEBLER — VITALE, LAM THEOREM ON PERMUTATION REPRESENTATIONS OF THE SYMMETRIC GROUP 0 0 0 0 0 3 6 9
OPTIMAL HOUSING MAINTENANCE UNDER UNCERTAINTY 0 0 0 0 2 3 8 16
OPTION PRICING AND STOCHASTIC PROCESSES 0 0 2 10 3 4 14 37
Pricing default swaps: empirical evidence 0 0 0 60 6 6 16 227
THE CUSP CATASTROPHE IN THE URBAN RETAIL MODEL 0 0 0 0 5 5 14 18
THE GENERAL LINEAR GROUP OF POLYNOMIAL RINGS OVER REGULAR RINGS 0 0 1 16 4 7 15 44
THE VALUE OF AN OPTION BASED ON AN AVERAGE SECURITY VALUE 0 0 0 3 0 1 7 17
The Valuation of Interest Rate Derivatives: Empirical Evidence from the Spanish Market 0 0 0 337 3 4 8 1,141
Valuing Euro Rating-Triggered Step-Up Telecom Bonds 0 0 0 128 1 1 6 596
Valuing Euro rating-triggered step-up telecom bonds 0 0 0 8 2 2 8 64
Total Working Papers 0 2 9 7,717 48 91 241 23,107

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 1 12 21 42
A Stochastic Version of the Urban Retail Model 0 0 0 9 1 4 7 56
A pricing method for options based on average asset values 5 17 103 7,780 12 38 218 13,372
A threshold error-correction model for intraday futures and index returns 0 0 1 311 1 3 9 805
Analysis of the Term Structure of Implied Volatilities 0 0 3 136 1 1 18 318
Average Interest Rate Caps 0 0 0 180 3 13 17 988
Book Review 0 0 0 0 0 0 4 11
Comparing possible proxies of corporate bond liquidity 2 5 7 277 6 17 35 787
Currency lookback options and observation frequency: A binomial approach 0 0 1 237 2 4 20 516
Equilibrium points in an urban retail model and their connection with dynamical systems 0 0 0 15 1 2 8 64
Hedging options under transaction costs and stochastic volatility 0 0 0 165 2 6 20 350
Mixtures of tails in clustered automobile collision claims 0 0 0 26 3 6 13 119
On the Uniqueness and Existence of Equilibrium Points in an Urban Retail Model 0 0 0 5 1 2 7 41
Optimal housing maintenance under uncertainty 0 0 0 37 0 1 8 90
Option Replication in Discrete Time with Transaction Costs 1 4 9 697 1 10 34 1,591
Option pricing with hedging at fixed trading dates 0 0 2 34 3 7 13 81
Options and earnings announcements: an empirical study for the European Options Exchange 0 1 1 1 2 3 6 7
Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity 0 1 4 95 8 17 42 262
Prices and hedge ratios of average exchange rate options 0 0 6 642 1 3 20 1,047
Pricing American interest rate claims with humped volatility models 0 0 0 82 2 3 11 265
Pricing default swaps: Empirical evidence 0 0 0 167 5 5 13 470
Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra 0 0 0 1 1 3 11 19
The Cusp Catastrophe in the Urban Retail Model 0 0 0 6 2 2 5 56
The impact of firm specific news on implied volatilities 0 0 0 184 1 3 14 366
The relation between the rent and selling price of a building under optimal maintenance with uncertainty 0 0 0 21 0 1 4 91
Transaction costs and efficiency of portfolio strategies 0 0 0 25 0 3 10 77
Total Journal Articles 8 28 137 11,137 60 169 588 21,891

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 3 3 9 245
Total Chapters 0 0 0 92 3 3 9 245

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Statistics updated 2026-05-06