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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 - 1998
Persistent link: https://www.econbiz.de/10000988106
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The impact of firm specific news on implied volatilities
Donders, Monique; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000912211
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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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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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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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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
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Option pricing with hedging at fixed trading dates
Mercurio, Fabio; Vorst, Ton - 1997
Persistent link: https://www.econbiz.de/10000969030
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A pricing model for American options with stochastic interest rates
Menkveld, Albert J.; Vorst, Ton - 1998
Persistent link: https://www.econbiz.de/10000985330
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A pricing model for American options with stochastic interest rates
Menkveld, Albert J.; Vorst, Ton - 1998
Persistent link: https://www.econbiz.de/10000988108