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 1 1 253 1 2 5 885
A Threshold Error Correction Model for Intraday Futures and Index Returns 0 0 0 0 0 0 13 494
An Empirical Comparison of Default Swap Pricing Models 0 0 1 201 2 4 11 414
An Empirical Comparison of Default Swap Pricing Models 0 0 1 2,857 4 7 11 6,020
An Empirical Comparison of Default Swap Pricing Models 0 0 0 1,144 5 7 15 2,779
An Empirical Comparison of Default Swap Pricing Models 0 1 2 8 1 3 13 54
Comparing possible proxies of corporate bond liquidity 0 0 1 78 0 47 71 467
Hedging Options under Transaction Costs and Stochastic Volatility 0 0 0 0 0 0 3 2,329
How to measure Corporate Bond Liquidity? 1 1 5 2,015 2 4 24 5,728
Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market 0 1 1 561 2 4 13 1,218
Mixtures of Tails in Clustered Automobile Claims 0 0 0 0 0 0 14 238
ON THE SNAPPER, LIEBLER — VITALE, LAM THEOREM ON PERMUTATION REPRESENTATIONS OF THE SYMMETRIC GROUP 0 0 0 0 0 0 1 2
OPTIMAL HOUSING MAINTENANCE UNDER UNCERTAINTY 0 0 0 0 1 1 4 4
OPTION PRICING AND STOCHASTIC PROCESSES 0 0 0 0 0 0 1 1
Pricing default swaps: empirical evidence 1 2 3 57 1 3 13 198
THE CUSP CATASTROPHE IN THE URBAN RETAIL MODEL 0 0 0 0 1 1 2 2
THE GENERAL LINEAR GROUP OF POLYNOMIAL RINGS OVER REGULAR RINGS 0 0 0 4 0 0 2 7
THE VALUE OF AN OPTION BASED ON AN AVERAGE SECURITY VALUE 0 0 0 1 1 1 3 7
The Valuation of Interest Rate Derivatives: Empirical Evidence from the Spanish Market 0 0 1 336 1 3 7 1,125
Valuing Euro Rating-Triggered Step-Up Telecom Bonds 0 0 0 125 0 2 5 584
Valuing Euro rating-triggered step-up telecom bonds 0 0 0 8 0 0 3 55
Total Working Papers 2 6 16 7,648 22 89 234 22,611


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 1 0 0 1 10
A Stochastic Version of the Urban Retail Model 0 0 1 7 1 2 7 46
A pricing method for options based on average asset values 16 53 202 6,737 29 96 390 11,509
A threshold error-correction model for intraday futures and index returns 0 2 4 306 1 4 11 781
Analysis of the Term Structure of Implied Volatilities 0 1 5 114 1 5 9 246
Average Interest Rate Caps 0 0 0 173 1 1 2 953
Book Review 0 0 0 0 0 0 2 4
Comparing possible proxies of corporate bond liquidity 1 5 20 219 3 9 56 605
Currency lookback options and observation frequency: A binomial approach 0 4 6 208 0 7 14 432
Equilibrium points in an urban retail model and their connection with dynamical systems 0 0 0 15 0 2 5 54
Hedging options under transaction costs and stochastic volatility 0 0 0 163 0 0 4 318
Mixtures of tails in clustered automobile collision claims 0 0 0 25 0 0 1 103
On the Uniqueness and Existence of Equilibrium Points in an Urban Retail Model 0 0 1 5 0 3 7 34
Optimal housing maintenance under uncertainty 0 0 0 37 0 0 2 78
Option Replication in Discrete Time with Transaction Costs 0 0 6 647 1 9 30 1,439
Option pricing with hedging at fixed trading dates 1 1 1 22 2 2 5 49
Options and earnings announcements: an empirical study for the European Options Exchange 0 0 0 0 0 0 0 0
Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity 0 0 2 65 0 1 9 174
Prices and hedge ratios of average exchange rate options 0 0 6 599 0 2 14 956
Pricing American interest rate claims with humped volatility models 0 0 1 80 0 1 5 247
Pricing default swaps: Empirical evidence 0 2 9 150 0 4 25 411
Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra 0 0 0 0 0 0 2 2
The Cusp Catastrophe in the Urban Retail Model 0 0 0 6 0 0 1 51
The impact of firm specific news on implied volatilities 1 1 1 179 2 2 9 333
The relation between the rent and selling price of a building under optimal maintenance with uncertainty 0 0 0 21 0 2 5 86
Transaction costs and efficiency of portfolio strategies 0 0 0 19 0 0 2 57
Total Journal Articles 19 69 265 9,798 41 152 618 18,978


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 1 6 37 1 5 33 108
Total Chapters 0 1 6 37 1 5 33 108


Statistics updated 2020-09-04