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 1 255 0 18 28 916
A Threshold Error Correction Model for Intraday Futures and Index Returns 0 0 0 0 0 0 9 507
An Empirical Comparison of Default Swap Pricing Models 0 0 0 15 0 0 8 90
An Empirical Comparison of Default Swap Pricing Models 0 0 0 2,859 0 0 27 6,061
An Empirical Comparison of Default Swap Pricing Models 0 0 0 202 0 0 15 442
An Empirical Comparison of Default Swap Pricing Models 0 0 1 1,149 0 0 11 2,813
Comparing possible proxies of corporate bond liquidity 0 1 2 85 0 1 16 505
Hedging Options under Transaction Costs and Stochastic Volatility 0 0 0 0 0 1 26 2,370
How to measure Corporate Bond Liquidity? 1 1 3 2,027 1 1 16 5,776
Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market 0 0 1 567 0 0 8 1,248
Mixtures of Tails in Clustered Automobile Claims 0 0 0 0 1 1 4 247
ON THE SNAPPER, LIEBLER — VITALE, LAM THEOREM ON PERMUTATION REPRESENTATIONS OF THE SYMMETRIC GROUP 0 0 0 0 1 1 7 10
OPTIMAL HOUSING MAINTENANCE UNDER UNCERTAINTY 0 0 0 0 0 0 7 17
OPTION PRICING AND STOCHASTIC PROCESSES 0 0 0 10 0 0 12 37
Pricing default swaps: empirical evidence 0 0 0 60 0 0 15 228
THE CUSP CATASTROPHE IN THE URBAN RETAIL MODEL 0 0 0 0 0 0 12 18
THE GENERAL LINEAR GROUP OF POLYNOMIAL RINGS OVER REGULAR RINGS 0 1 2 17 1 2 16 46
THE VALUE OF AN OPTION BASED ON AN AVERAGE SECURITY VALUE 0 0 0 3 0 0 5 17
The Valuation of Interest Rate Derivatives: Empirical Evidence from the Spanish Market 0 0 0 337 1 2 10 1,143
Valuing Euro Rating-Triggered Step-Up Telecom Bonds 0 0 0 128 0 0 6 596
Valuing Euro rating-triggered step-up telecom bonds 0 0 0 8 0 0 8 64
Total Working Papers 1 3 10 7,722 5 27 266 23,151

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 21 42
A Stochastic Version of the Urban Retail Model 0 0 0 9 0 1 9 58
A pricing method for options based on average asset values 5 16 86 7,812 11 32 197 13,433
A threshold error-correction model for intraday futures and index returns 0 0 1 311 0 3 12 809
Analysis of the Term Structure of Implied Volatilities 0 0 1 136 0 0 15 320
Average Interest Rate Caps 0 0 0 180 0 2 19 990
Book Review 0 0 0 0 0 0 3 11
Comparing possible proxies of corporate bond liquidity 1 2 9 280 4 8 39 799
Currency lookback options and observation frequency: A binomial approach 0 0 0 237 1 2 20 518
Equilibrium points in an urban retail model and their connection with dynamical systems 0 0 0 15 0 0 7 64
Hedging options under transaction costs and stochastic volatility 0 0 0 165 1 1 22 352
Mixtures of tails in clustered automobile collision claims 0 0 0 26 0 0 14 120
On the Uniqueness and Existence of Equilibrium Points in an Urban Retail Model 0 0 0 5 0 1 10 44
Optimal housing maintenance under uncertainty 0 0 0 37 0 1 6 91
Option Replication in Discrete Time with Transaction Costs 0 1 9 700 1 3 32 1,597
Option pricing with hedging at fixed trading dates 0 0 1 34 0 1 17 86
Options and earnings announcements: an empirical study for the European Options Exchange 0 0 1 1 0 0 6 7
Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity 0 0 4 96 2 5 48 270
Prices and hedge ratios of average exchange rate options 0 0 6 645 0 1 22 1,054
Pricing American interest rate claims with humped volatility models 0 0 0 82 0 1 14 268
Pricing default swaps: Empirical evidence 0 0 0 167 1 4 18 476
Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra 0 0 0 1 0 0 10 19
The Cusp Catastrophe in the Urban Retail Model 1 1 1 7 1 3 8 59
The impact of firm specific news on implied volatilities 0 1 1 185 4 6 22 375
The relation between the rent and selling price of a building under optimal maintenance with uncertainty 0 0 0 21 0 1 5 93
Transaction costs and efficiency of portfolio strategies 0 0 0 25 0 0 9 77
Total Journal Articles 7 21 120 11,181 26 76 605 22,032

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 3 12 250
Total Chapters 0 0 0 92 1 3 12 250

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Statistics updated 2026-10-11