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 0 0 0 498
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 0 0 0 6,034
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 1,148 0 0 1 2,802
Comparing possible proxies of corporate bond liquidity 0 0 1 83 1 1 2 489
Hedging Options under Transaction Costs and Stochastic Volatility 0 0 0 0 0 1 3 2,344
How to measure Corporate Bond Liquidity? 0 2 3 2,024 1 4 8 5,760
Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market 0 0 0 566 0 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 2 2 10
OPTION PRICING AND STOCHASTIC PROCESSES 1 2 3 10 1 2 6 25
Pricing default swaps: empirical evidence 0 0 0 60 0 1 5 213
THE CUSP CATASTROPHE IN THE URBAN RETAIL MODEL 0 0 0 0 1 2 2 6
THE GENERAL LINEAR GROUP OF POLYNOMIAL RINGS OVER REGULAR RINGS 0 0 0 15 0 1 3 30
THE VALUE OF AN OPTION BASED ON AN AVERAGE SECURITY VALUE 0 0 0 3 1 1 2 12
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 4 9 7,712 5 16 44 22,885

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 8 32 145 7,726 16 53 263 13,236
A threshold error-correction model for intraday futures and index returns 0 0 1 310 0 1 4 797
Analysis of the Term Structure of Implied Volatilities 0 2 5 135 0 5 11 305
Average Interest Rate Caps 0 0 1 180 0 0 2 971
Book Review 0 0 0 0 0 1 2 8
Comparing possible proxies of corporate bond liquidity 0 1 3 271 1 5 17 760
Currency lookback options and observation frequency: A binomial approach 0 0 2 237 0 1 6 498
Equilibrium points in an urban retail model and their connection with dynamical systems 0 0 0 15 0 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 0 3 3 85
Option Replication in Discrete Time with Transaction Costs 0 1 8 691 0 3 16 1,565
Option pricing with hedging at fixed trading dates 0 1 1 33 0 1 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 1 7 92 1 2 12 222
Prices and hedge ratios of average exchange rate options 2 3 4 639 2 4 9 1,032
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 1 1 5 458
Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra 0 0 1 1 0 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 0 1 2 353
The relation between the rent and selling price of a building under optimal maintenance with uncertainty 0 0 0 21 0 1 2 88
Transaction costs and efficiency of portfolio strategies 0 0 0 25 1 1 1 68
Total Journal Articles 10 41 179 11,061 22 85 363 21,427

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 10 92 0 0 17 238
Total Chapters 0 0 10 92 0 0 17 238

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Statistics updated 2025-10-06