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Vorst, Ton
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The journal of derivatives : the official publication of the International Association of Financial Engineers
3
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1
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OLC EcoSci
ECONIS (ZBW)
89
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35
EconStor
5
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1
Analysis of the Term Structure of Implied Volatilities
Heynen, Ronald
;
Kemna, Angelien
;
Vorst, Ton
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
,
pp. 31-56
Persistent link: https://www.econbiz.de/10006710013
Saved in:
2
BOOK REVIEWS - Worldwide Asset and Liability Modeling.
Ziemba, William T.
;
Mulvey, John M.
;
Vorst, Ton
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 423-424
Persistent link: https://www.econbiz.de/10006565891
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3
Life after VaR
Boyle, Phelim
;
Hardy, Mary
;
Vorst, Ton
- In:
The journal of derivatives : the official publication …
13
(
2005
)
1
,
pp. 48-55
Persistent link: https://www.econbiz.de/10005920605
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4
THE BINOMIAL MODEL AND THE GREEKS
Pelsser, Antoon
;
Vorst, Ton
- In:
The journal of derivatives : the official publication …
1
(
1994
)
3
,
pp. 45-49
Persistent link: https://www.econbiz.de/10006002357
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5
Valuing Euro Rating-Triggered Step-Up Telecom Bonds
Houweling, Patrick
;
Mentink, Albert
;
Vorst, Ton
- In:
The journal of derivatives : the official publication …
11
(
2004
)
3
,
pp. 63
Persistent link: https://www.econbiz.de/10005928608
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6
A Pricing Model for American Options with Gaussian Interest Rates
Menkveld, Albert J.
;
Vorst, Ton
-
2000
Persistent link: https://www.econbiz.de/10008217285
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7
Comparing possible proxies of corporate bond liquidity
Houweling, Patrick
;
Mentink, Albert
;
Vorst, Ton
- In:
Journal of banking & finance
29
(
2005
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10005881598
Saved in:
8
BREAKING DOWN BARRIERS - How the calculated price of a barrier swaption changes with the number of times the barrier is checked for a breach.
Cheuk, Terry
;
Vorst, Ton
- In:
Risk : managing risk in the world's financial markets
9
(
1996
)
4
,
pp. 64-68
Persistent link: https://www.econbiz.de/10007078365
Saved in:
9
Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek
;
Kouwenberg, Roy
;
Vorst, Ton
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1045-1068
Persistent link: https://www.econbiz.de/10006764034
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