Vorst, A.C.F. (Antonius Cornelis Franciscus), 1952-
Vorst, Ton
Ton Vorst Nederlands econoom
VIAF ID: 16982773 ( Personal )
Permalink: http://viaf.org/viaf/16982773
Preferred Forms
- 100 0 _ ‡a Ton Vorst ‡c Nederlands econoom
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- 100 1 _ ‡a Vorst, Ton
- 100 1 _ ‡a Vorst, Ton
- 100 1 _ ‡a Vorst, Ton
4xx's: Alternate Name Forms (19)
Works
Title | Sources |
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Analysis of the term structure of implied volatilities | |
The binomial model and the Greeks | |
Complex barrier options | |
The cusp catastrophe in the urban retail model | |
Economie, onzekerheid en wiskunde | |
An empirical comparison of default swap pricing models | |
Equilibrium points in an urban retail model and their connection with dynamical systems | |
Hedging options under transaction costs and stochastic volatility | |
How to measure corporate bond liquidity? | |
The impact of firm specific news on implied volatilities | |
Kn-regular curves | |
On generalized linear demand systems : (the case of the "continuous" consumer without money illusion) | |
On Walras' model of general economic equilibrium | |
Optimal housing maintenance under uncertainty | |
Optimal optioned portfolios with confidence limits on shortfall constraints | |
Optimal portfolios under a value at risk constraint | |
Option pricing with hedging at some fixed trading dates | |
Option replication in discrete time with transaction costs | |
Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity | |
Options on dividend paying stocks | |
Polynomial extensions and excisions for K1 | |
Prices and hedge ratios of average exchange rate options | |
A pricing method for options based on average asset values | |
A pricing model for American options with stochastic interest rates | |
Pricing of flexible and limit caps | |
Probability theory in finance | |
The serre problem for discrete hodge algebras | |
Some properties of a nonlinear migration model, 1986: | |
Transaction costs and efficiency of portfolio strategies | |
The valuation of interest rate derivatives : empirical evidence from the Spanish market | |
Valuing euro rating-triggered step-up telecom bonds |