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 1 888
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 0 2,859 0 0 0 6,034
An Empirical Comparison of Default Swap Pricing Models 0 1 1 15 0 2 2 82
An Empirical Comparison of Default Swap Pricing Models 0 0 0 1,148 0 0 2 2,802
An Empirical Comparison of Default Swap Pricing Models 0 0 0 202 1 2 4 427
Comparing possible proxies of corporate bond liquidity 0 0 1 83 0 0 1 488
Hedging Options under Transaction Costs and Stochastic Volatility 0 0 0 0 1 1 1 2,342
How to measure Corporate Bond Liquidity? 0 1 1 2,022 0 1 5 5,756
Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market 0 0 0 566 0 0 2 1,239
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 8 0 2 5 23
Pricing default swaps: empirical evidence 0 0 0 60 0 1 3 211
THE CUSP CATASTROPHE IN THE URBAN RETAIL MODEL 0 0 0 0 0 0 0 4
THE GENERAL LINEAR GROUP OF POLYNOMIAL RINGS OVER REGULAR RINGS 0 0 1 15 0 1 3 29
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 1 337 0 0 3 1,133
Valuing Euro Rating-Triggered Step-Up Telecom Bonds 0 0 0 128 0 0 1 590
Valuing Euro rating-triggered step-up telecom bonds 0 0 0 8 0 0 0 56
Total Working Papers 0 2 6 7,708 2 10 33 22,866

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 1 1 21
A Stochastic Version of the Urban Retail Model 0 0 1 9 0 0 1 49
A pricing method for options based on average asset values 14 35 168 7,677 19 71 300 13,154
A threshold error-correction model for intraday futures and index returns 0 0 1 310 0 0 3 796
Analysis of the Term Structure of Implied Volatilities 0 0 3 133 1 2 7 300
Average Interest Rate Caps 0 1 1 180 0 1 3 971
Book Review 0 0 0 0 0 1 1 7
Comparing possible proxies of corporate bond liquidity 0 0 2 270 1 3 13 752
Currency lookback options and observation frequency: A binomial approach 0 0 10 236 0 1 14 496
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 0 165 0 0 0 330
Mixtures of tails in clustered automobile collision claims 0 0 0 26 0 0 0 106
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 3 3 10 688 4 5 16 1,557
Option pricing with hedging at fixed trading dates 0 0 1 32 0 0 1 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 2 3 9 91 3 4 15 220
Prices and hedge ratios of average exchange rate options 0 0 2 636 0 1 5 1,027
Pricing American interest rate claims with humped volatility models 0 0 0 82 0 0 1 254
Pricing default swaps: Empirical evidence 0 0 1 167 0 3 5 457
Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra 0 1 1 1 2 4 4 8
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 1 3 352
The relation between the rent and selling price of a building under optimal maintenance with uncertainty 0 0 0 21 1 1 1 87
Transaction costs and efficiency of portfolio strategies 0 0 0 25 0 0 0 67
Total Journal Articles 19 43 210 11,000 31 99 394 21,303

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 2 16 92 0 5 26 236
Total Chapters 0 2 16 92 0 5 26 236

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Statistics updated 2025-05-12