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 1 1 889
A Threshold Error Correction Model for Intraday Futures and Index Returns 0 0 0 0 2 3 3 501
An Empirical Comparison of Default Swap Pricing Models 0 0 0 202 0 0 2 427
An Empirical Comparison of Default Swap Pricing Models 0 0 0 2,859 2 3 3 6,037
An Empirical Comparison of Default Swap Pricing Models 0 0 1 15 3 3 5 85
An Empirical Comparison of Default Swap Pricing Models 0 1 1 1,149 2 5 5 2,807
Comparing possible proxies of corporate bond liquidity 0 0 0 83 1 2 3 491
Hedging Options under Transaction Costs and Stochastic Volatility 0 0 0 0 4 13 16 2,357
How to measure Corporate Bond Liquidity? 0 0 3 2,024 1 2 8 5,762
Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market 0 0 0 566 1 2 3 1,242
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 1 1 4
OPTIMAL HOUSING MAINTENANCE UNDER UNCERTAINTY 0 0 0 0 1 1 3 11
OPTION PRICING AND STOCHASTIC PROCESSES 0 0 2 10 3 4 8 29
Pricing default swaps: empirical evidence 0 0 0 60 2 6 9 219
THE CUSP CATASTROPHE IN THE URBAN RETAIL MODEL 0 0 0 0 2 4 6 10
THE GENERAL LINEAR GROUP OF POLYNOMIAL RINGS OVER REGULAR RINGS 0 1 1 16 2 4 6 34
THE VALUE OF AN OPTION BASED ON AN AVERAGE SECURITY VALUE 0 0 0 3 2 4 6 16
The Valuation of Interest Rate Derivatives: Empirical Evidence from the Spanish Market 0 0 1 337 1 1 2 1,134
Valuing Euro Rating-Triggered Step-Up Telecom Bonds 0 0 0 128 3 4 4 594
Valuing Euro rating-triggered step-up telecom bonds 0 0 0 8 2 4 4 60
Total Working Papers 0 2 9 7,714 35 67 98 22,952

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 1 2 22
A Stochastic Version of the Urban Retail Model 0 0 0 9 1 2 2 51
A pricing method for options based on average asset values 10 34 134 7,760 35 87 268 13,323
A threshold error-correction model for intraday futures and index returns 0 1 2 311 1 3 7 800
Analysis of the Term Structure of Implied Volatilities 0 1 3 136 4 7 14 312
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 0 1 3 272 2 9 23 769
Currency lookback options and observation frequency: A binomial approach 0 0 1 237 2 10 13 508
Equilibrium points in an urban retail model and their connection with dynamical systems 0 0 0 15 1 3 4 60
Hedging options under transaction costs and stochastic volatility 0 0 0 165 1 4 4 334
Mixtures of tails in clustered automobile collision claims 0 0 0 26 2 5 5 111
On the Uniqueness and Existence of Equilibrium Points in an Urban Retail Model 0 0 0 5 1 1 1 35
Optimal housing maintenance under uncertainty 0 0 0 37 1 2 5 87
Option Replication in Discrete Time with Transaction Costs 1 2 9 693 5 14 28 1,579
Option pricing with hedging at fixed trading dates 1 1 2 34 2 2 3 71
Options and earnings announcements: an empirical study for the European Options Exchange 0 0 0 0 2 2 2 3
Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity 1 1 5 93 10 12 20 234
Prices and hedge ratios of average exchange rate options 0 0 4 639 2 5 12 1,037
Pricing American interest rate claims with humped volatility models 0 0 0 82 0 5 5 259
Pricing default swaps: Empirical evidence 0 0 0 167 0 1 5 459
Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra 0 0 1 1 3 4 9 13
The Cusp Catastrophe in the Urban Retail Model 0 0 0 6 0 1 1 52
The impact of firm specific news on implied volatilities 0 0 0 184 2 4 6 357
The relation between the rent and selling price of a building under optimal maintenance with uncertainty 0 0 0 21 0 1 3 89
Transaction costs and efficiency of portfolio strategies 0 0 0 25 1 5 6 73
Total Journal Articles 13 41 165 11,102 79 190 451 21,617

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 4 92 2 2 12 240
Total Chapters 0 0 4 92 2 2 12 240

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Statistics updated 2026-01-09