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 0 887
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 1 1,148 0 0 4 2,801
An Empirical Comparison of Default Swap Pricing Models 0 0 0 202 0 0 1 424
An Empirical Comparison of Default Swap Pricing Models 0 0 1 14 0 0 4 80
An Empirical Comparison of Default Swap Pricing Models 0 0 0 2,859 0 0 1 6,034
Comparing possible proxies of corporate bond liquidity 0 0 0 82 0 0 1 487
Hedging Options under Transaction Costs and Stochastic Volatility 0 0 0 0 0 0 1 2,341
How to measure Corporate Bond Liquidity? 0 0 0 2,021 1 1 2 5,752
Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market 0 0 1 566 0 0 2 1,238
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 0 0 8
OPTION PRICING AND STOCHASTIC PROCESSES 0 0 1 7 0 0 4 19
Pricing default swaps: empirical evidence 0 0 0 60 0 0 3 208
THE CUSP CATASTROPHE IN THE URBAN RETAIL MODEL 0 0 0 0 0 0 1 4
THE GENERAL LINEAR GROUP OF POLYNOMIAL RINGS OVER REGULAR RINGS 0 0 2 14 0 0 2 26
THE VALUE OF AN OPTION BASED ON AN AVERAGE SECURITY VALUE 0 0 0 3 0 0 0 10
The Valuation of Interest Rate Derivatives: Empirical Evidence from the Spanish Market 0 0 0 336 0 0 0 1,130
Valuing Euro Rating-Triggered Step-Up Telecom Bonds 0 0 1 128 0 1 3 590
Valuing Euro rating-triggered step-up telecom bonds 0 0 0 8 0 0 0 56
Total Working Papers 0 0 7 7,702 1 2 29 22,839

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 1 4 0 0 4 20
A Stochastic Version of the Urban Retail Model 0 1 1 9 0 1 1 49
A pricing method for options based on average asset values 13 31 207 7,560 20 50 318 12,939
A threshold error-correction model for intraday futures and index returns 0 0 0 309 0 0 0 793
Analysis of the Term Structure of Implied Volatilities 0 0 4 130 0 0 13 293
Average Interest Rate Caps 0 0 0 179 0 0 3 968
Book Review 0 0 0 0 0 0 0 6
Comparing possible proxies of corporate bond liquidity 0 0 3 268 1 2 14 742
Currency lookback options and observation frequency: A binomial approach 0 1 9 235 0 2 11 492
Equilibrium points in an urban retail model and their connection with dynamical systems 0 0 0 15 0 0 0 56
Hedging options under transaction costs and stochastic volatility 0 0 1 165 0 0 1 330
Mixtures of tails in clustered automobile collision claims 0 0 1 26 0 0 1 106
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 0 0 82
Option Replication in Discrete Time with Transaction Costs 0 3 13 682 0 5 24 1,547
Option pricing with hedging at fixed trading dates 0 1 2 32 0 1 4 68
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 1 3 3 85 1 4 7 210
Prices and hedge ratios of average exchange rate options 0 1 5 635 0 1 13 1,023
Pricing American interest rate claims with humped volatility models 0 0 0 82 0 0 3 254
Pricing default swaps: Empirical evidence 0 0 3 166 0 1 9 453
Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra 0 0 0 0 0 0 1 4
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 2 2 351
The relation between the rent and selling price of a building under optimal maintenance with uncertainty 0 0 0 21 0 0 0 86
Transaction costs and efficiency of portfolio strategies 0 0 0 25 0 0 0 67
Total Journal Articles 14 41 253 10,860 22 69 429 21,025

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 4 11 81 1 8 28 220
Total Chapters 0 4 11 81 1 8 28 220

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Statistics updated 2024-09-04