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A threshold error-correction model for intraday futures and index returns
Martens, Martin - In: Journal of applied econometrics 13 (1998) 3, pp. 245-263
Persistent link: https://www.econbiz.de/10001244202
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Option replication in discrete time with transaction costs
Boyle, Phelim P. - In: The journal of finance : the journal of the American … 47 (1992) 1, pp. 271-293
Persistent link: https://www.econbiz.de/10001124506
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Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel; Vorst, Ton - 1996
Persistent link: https://www.econbiz.de/10000939517
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The valuation of interest rate derivatives : empirical evidence from the Spanish market
Moraleda Novo, Juan Manuel; Vorst, Ton - 1996
Persistent link: https://www.econbiz.de/10000948316
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Optimal optioned portfolios with confidence limits on shortfall constraints
Pelsser, Antoon André Jean; Vorst, Ton - 1996
Persistent link: https://www.econbiz.de/10000966912
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The impact of firm specific news on implied volatilities
Donders, Monique; Vorst, Ton - 1996
Persistent link: https://www.econbiz.de/10000966915
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Complex barrier options
Cheuk, Terry Hon Fu; Vorst, Ton - 1996
Persistent link: https://www.econbiz.de/10000966919
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Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel; Vorst, Ton - 1996
Persistent link: https://www.econbiz.de/10000966929
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Average interest rate caps
Cheuk, Terry Hon Fu; Vorst, Ton - 1997
Persistent link: https://www.econbiz.de/10000969007
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Time diversification and option pricing theory : another perspective
Oldenkamp, Bart; Vorst, Ton - 1997
Persistent link: https://www.econbiz.de/10000969018