This website of the Nederlandsche Bank (DNB) provides monetary and financial statistics for the Netherlands.

In this paper, we examine an exchange economy with a financial market composed of three assets: a share of a stock, an European call option written on the stock, and a riskless bond.

This paper develops a principal-agent model of financial contracting in which optimal contracts resemble a combination of debt and equity. When defaulting on debt, the firm is punished by disruption of external funding. Such contracts however, invite rivals to compete more aggressively to...

This paper deals with the introduction of stock options in an (dy-namically) incomplete securities market.

This paper publishes results on the convergence for hedging strategies in the setting of incomplete financial markets.

This paper considers the option pricing when dynamic portfolios are discretely rebalanced.