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 2 4 9 897
A Threshold Error Correction Model for Intraday Futures and Index Returns 0 0 0 0 0 2 7 505
An Empirical Comparison of Default Swap Pricing Models 0 0 0 15 0 1 8 90
An Empirical Comparison of Default Swap Pricing Models 0 0 0 202 1 8 15 442
An Empirical Comparison of Default Swap Pricing Models 0 0 0 2,859 0 7 27 6,061
An Empirical Comparison of Default Swap Pricing Models 0 0 1 1,149 1 2 11 2,813
Comparing possible proxies of corporate bond liquidity 0 1 1 84 1 3 15 503
Hedging Options under Transaction Costs and Stochastic Volatility 0 0 0 0 1 3 26 2,369
How to measure Corporate Bond Liquidity? 1 1 4 2,026 3 5 18 5,774
Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market 0 1 1 567 1 3 9 1,248
Mixtures of Tails in Clustered Automobile Claims 0 0 0 0 0 1 3 246
ON THE SNAPPER, LIEBLER — VITALE, LAM THEOREM ON PERMUTATION REPRESENTATIONS OF THE SYMMETRIC GROUP 0 0 0 0 0 1 6 9
OPTIMAL HOUSING MAINTENANCE UNDER UNCERTAINTY 0 0 0 0 1 4 9 17
OPTION PRICING AND STOCHASTIC PROCESSES 0 0 2 10 0 3 14 37
Pricing default swaps: empirical evidence 0 0 0 60 0 6 15 227
THE CUSP CATASTROPHE IN THE URBAN RETAIL MODEL 0 0 0 0 0 5 14 18
THE GENERAL LINEAR GROUP OF POLYNOMIAL RINGS OVER REGULAR RINGS 0 0 1 16 0 4 15 44
THE VALUE OF AN OPTION BASED ON AN AVERAGE SECURITY VALUE 0 0 0 3 0 0 7 17
The Valuation of Interest Rate Derivatives: Empirical Evidence from the Spanish Market 0 0 0 337 0 4 8 1,141
Valuing Euro Rating-Triggered Step-Up Telecom Bonds 0 0 0 128 0 1 6 596
Valuing Euro rating-triggered step-up telecom bonds 0 0 0 8 0 2 8 64
Total Working Papers 1 3 10 7,718 11 69 250 23,118

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 2 21 42
A Stochastic Version of the Urban Retail Model 0 0 0 9 1 2 8 57
A pricing method for options based on average asset values 9 19 102 7,789 15 37 218 13,387
A threshold error-correction model for intraday futures and index returns 0 0 1 311 1 2 10 806
Analysis of the Term Structure of Implied Volatilities 0 0 3 136 0 1 18 318
Average Interest Rate Caps 0 0 0 180 0 8 17 988
Book Review 0 0 0 0 0 0 4 11
Comparing possible proxies of corporate bond liquidity 0 5 7 277 1 12 36 788
Currency lookback options and observation frequency: A binomial approach 0 0 0 237 0 4 19 516
Equilibrium points in an urban retail model and their connection with dynamical systems 0 0 0 15 0 2 8 64
Hedging options under transaction costs and stochastic volatility 0 0 0 165 1 5 21 351
Mixtures of tails in clustered automobile collision claims 0 0 0 26 1 5 14 120
On the Uniqueness and Existence of Equilibrium Points in an Urban Retail Model 0 0 0 5 2 3 9 43
Optimal housing maintenance under uncertainty 0 0 0 37 0 0 8 90
Option Replication in Discrete Time with Transaction Costs 1 2 9 698 2 5 33 1,593
Option pricing with hedging at fixed trading dates 0 0 2 34 1 6 14 82
Options and earnings announcements: an empirical study for the European Options Exchange 0 1 1 1 0 3 6 7
Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity 0 0 4 95 1 14 43 263
Prices and hedge ratios of average exchange rate options 2 2 8 644 5 7 25 1,052
Pricing American interest rate claims with humped volatility models 0 0 0 82 0 3 11 265
Pricing default swaps: Empirical evidence 0 0 0 167 2 7 15 472
Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra 0 0 0 1 0 1 11 19
The Cusp Catastrophe in the Urban Retail Model 0 0 0 6 0 2 5 56
The impact of firm specific news on implied volatilities 0 0 0 184 1 3 15 367
The relation between the rent and selling price of a building under optimal maintenance with uncertainty 0 0 0 21 1 1 5 92
Transaction costs and efficiency of portfolio strategies 0 0 0 25 0 1 10 77
Total Journal Articles 12 29 137 11,149 35 136 604 21,926

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 1 4 9 246
Total Chapters 0 0 0 92 1 4 9 246

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Statistics updated 2026-06-04