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An empirical comparison of default swap pricing models
Houweling, Patrick; Vorst, Ton - 2001
Persistent link: https://www.econbiz.de/10001639524
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Valuing euro rating-triggered step-up telecom bonds
Houweling, Patrick; Mentink, Albert; Vorst, Ton - 2003
Persistent link: https://www.econbiz.de/10001791911
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How to measure corporate bond liquidity?
Houweling, Patrick; Mentink, Albert; Vorst, Ton - 2003
Persistent link: https://www.econbiz.de/10001791915
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Comparing possible proxies of corporate bond liquidity
Houweling, Patrick (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001903784
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Valuing euro rating-triggered step-up telecom bonds
Houweling, Patrick (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001903804
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Pricing default swaps : empirical evidence
Houweling, Patrick (contributor); Vorst, Ton (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001903819
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Valuing Euro rating-triggered step-up telecom bonds
Houweling, Patrick; Mentink, Albert; Vorst, Ton - In: The journal of derivatives : the official publication … 11 (2003) 3, pp. 63-80
Persistent link: https://www.econbiz.de/10002007151
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A pricing model for American options with Gaussian interest rates
Menkveld, Albert J.; Vorst, Ton - 2000
Persistent link: https://www.econbiz.de/10001504675
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Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique; Kouwenberg, Roy; Vorst, Ton - In: European financial management : the journal of the … 6 (2000) 2, pp. 149-171
Persistent link: https://www.econbiz.de/10001474527
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Option pricing with hedging at fixed trading dates
Mercurio, Fabio - In: Applied mathematical finance 3 (1996) 2, pp. 135-158
Persistent link: https://www.econbiz.de/10001219285