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Mixtures of tails in clustered automobile collision claims

Kalb, Guyonne R. J.; Kofman, Paul; Vorst, Ton C. F. - In: Insurance: Mathematics and Economics 18 (1996) 2, pp. 89-107

Persistent link: https://www.econbiz.de/10005375216

Currency lookback options and observation frequency: A binomial approach

Cheuk, Terry H. F.; Vorst, Ton C. F. - In: Journal of International Money and Finance 16 (1997) 2, pp. 173-187

Persistent link: https://www.econbiz.de/10005311680

The impact of firm specific news on implied volatilities

Donders, Monique W. M.; Vorst, Ton C. F. - In: Journal of Banking & Finance 20 (1996) 9, pp. 1447-1461

Persistent link: https://www.econbiz.de/10005201292

Pricing American interest rate claims with humped volatility models

Moraleda, Juan M.; Vorst, Ton C. F. - In: Journal of Banking & Finance 21 (1997) 8, pp. 1131-1157

Persistent link: https://www.econbiz.de/10005213759

Equilibrium points in an urban retail model and their connection with dynamical systems

Rijk, F. J. A.; Vorst, A. C. F. - In: Regional Science and Urban Economics 13 (1983) 3, pp. 383-399

Persistent link: https://www.econbiz.de/10005377285

Optimal housing maintenance under uncertainty

Vorst, A. C. F. - In: Journal of Urban Economics 21 (1987) 2, pp. 209-227

Persistent link: https://www.econbiz.de/10005229996

A pricing method for options based on average asset values

Kemna, A. G. Z.; Vorst, A. C. F. - In: Journal of Banking & Finance 14 (1990) 1, pp. 113-129

Persistent link: https://www.econbiz.de/10005201224

The relation between the rent and selling price of a building under optimal maintenance with uncertainty

Vorst, Ton - In: Journal of Economic Dynamics and Control 10 (1986) 1-2, pp. 315-320

Persistent link: https://www.econbiz.de/10005107170

Option Replication in Discrete Time with Transaction Costs.

Boyle, Phelim P; Vorst, Ton - In: Journal of Finance 47 (1992) 1, pp. 271-93

Option replication is discussed in a discrete-time framework with transaction costs. The model represents an extension of the Cox-Ross-Rubinstein binomial option pricing model to cover the case of proportional transaction costs. The method proceeds by constructing the appropriate replicating...

Persistent link: https://www.econbiz.de/10005334816

Prices and hedge ratios of average exchange rate options

Vorst, Ton - In: International Review of Financial Analysis 1 (1992) 3, pp. 179-193

Persistent link: https://www.econbiz.de/10005229101