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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 - In: Journal of banking & finance 20 (1996) 9, pp. 1447-1461
Persistent link: https://www.econbiz.de/10001207831
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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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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/10001734558
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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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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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Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon André Jean; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000903478
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Lookback options and the observation frequency : a binomial approach
Cheuk, Terry Hon Fu; Vorst, Ton - 1995
Persistent link: https://www.econbiz.de/10000904883
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Lookback options and the observation frequency : a binomial approach
Cheuk, Terry Hon Fu; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000912209