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Optimal portfolios under a value at risk constraint
Vorst, Ton - 2000
Persistent link: https://www.econbiz.de/10001504654
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The general linear group of discrete hodge algebras
Vorst, Ton - 1985
Persistent link: https://www.econbiz.de/10000716585
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The relation between the rent and selling price of a building under optimal maintenance with uncertainty
Vorst, Ton - In: Journal of economic dynamics & control 10 (1986) 1, pp. 315-320
Persistent link: https://www.econbiz.de/10001027169
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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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Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek; Kouwenberg, Roy; Vorst, Ton - 1999
Persistent link: https://www.econbiz.de/10001447155
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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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The value of an option based on an average security value
Kemna, Angelien G.; Vorst, Ton - 1986
Persistent link: https://www.econbiz.de/10000716530
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Some properties of a nonlinear migration model
Vorst, Ton - 1985
Persistent link: https://www.econbiz.de/10000717874
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Binomial models for some path-dependent options
Cheuk, Terry Hon Fu; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000903428
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Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon André Jean; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000903478