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 1 888
A Threshold Error Correction Model for Intraday Futures and Index Returns 0 0 0 0 0 0 0 498
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 2,859 0 0 0 6,034
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 1,148 0 0 1 2,802
Comparing possible proxies of corporate bond liquidity 0 0 1 83 0 0 1 488
Hedging Options under Transaction Costs and Stochastic Volatility 0 0 0 0 0 1 2 2,343
How to measure Corporate Bond Liquidity? 1 1 2 2,023 1 1 6 5,757
Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market 0 0 0 566 1 1 2 1,240
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 0 0 0 3
OPTIMAL HOUSING MAINTENANCE UNDER UNCERTAINTY 0 0 0 0 0 0 0 8
OPTION PRICING AND STOCHASTIC PROCESSES 0 0 1 8 0 0 4 23
Pricing default swaps: empirical evidence 0 0 0 60 0 1 4 212
THE CUSP CATASTROPHE IN THE URBAN RETAIL MODEL 0 0 0 0 0 0 0 4
THE GENERAL LINEAR GROUP OF POLYNOMIAL RINGS OVER REGULAR RINGS 0 0 1 15 0 0 3 29
THE VALUE OF AN OPTION BASED ON AN AVERAGE SECURITY VALUE 0 0 0 3 0 1 1 11
The Valuation of Interest Rate Derivatives: Empirical Evidence from the Spanish Market 0 0 1 337 0 0 3 1,133
Valuing Euro Rating-Triggered Step-Up Telecom Bonds 0 0 0 128 0 0 0 590
Valuing Euro rating-triggered step-up telecom bonds 0 0 0 8 0 0 0 56
Total Working Papers 1 1 7 7,709 2 5 33 22,871

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 0 0 0 49
A pricing method for options based on average asset values 19 36 166 7,713 28 57 292 13,211
A threshold error-correction model for intraday futures and index returns 0 0 1 310 1 1 4 797
Analysis of the Term Structure of Implied Volatilities 1 1 4 134 2 2 9 302
Average Interest Rate Caps 0 0 1 180 0 0 3 971
Book Review 0 0 0 0 0 0 1 7
Comparing possible proxies of corporate bond liquidity 1 1 3 271 2 5 16 757
Currency lookback options and observation frequency: A binomial approach 0 1 2 237 1 2 6 498
Equilibrium points in an urban retail model and their connection with dynamical systems 0 0 0 15 1 1 1 57
Hedging options under transaction costs and stochastic volatility 0 0 0 165 0 0 0 330
Mixtures of tails in clustered automobile collision claims 0 0 0 26 0 0 0 106
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 2 2 2 84
Option Replication in Discrete Time with Transaction Costs 0 2 8 690 2 7 17 1,564
Option pricing with hedging at fixed trading dates 0 0 0 32 0 0 0 68
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 7 91 0 0 11 220
Prices and hedge ratios of average exchange rate options 0 0 1 636 0 1 5 1,028
Pricing American interest rate claims with humped volatility models 0 0 0 82 0 0 0 254
Pricing default swaps: Empirical evidence 0 0 1 167 0 0 4 457
Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra 0 0 1 1 1 1 5 9
The Cusp Catastrophe in the Urban Retail Model 0 0 0 6 0 0 0 51
The impact of firm specific news on implied volatilities 0 0 0 184 1 1 2 353
The relation between the rent and selling price of a building under optimal maintenance with uncertainty 0 0 0 21 1 1 2 88
Transaction costs and efficiency of portfolio strategies 0 0 0 25 0 0 0 67
Total Journal Articles 21 41 195 11,041 42 81 381 21,384

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 11 92 0 2 19 238
Total Chapters 0 0 11 92 0 2 19 238

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Statistics updated 2025-08-05