The general linear group of discrete Hodge algebras / A.C.F. VorstSome properties of a nonlinear migration model / A.C.F. VorstOn the mathematical aspects of an urban retail model / A.C.F. VorstOn the optimal reconstruction levels of buildings / Ton VorstEconomie, onzekerheid en wiskunde / A.C.F. VorstPrices and hedge ratios of average exchange rate options / Ton VorstProbability theory in finance / by Ton VorstPrices and hedge ratios of average exchange rate options / A.C.F. VorstOptimal portfolios under a value at risk constraint / Ton VorstKn-regular curves / door Antonius Cornelis Franciscus VorstLocalization of the K-theory of polynomial extensions / Ton VorstOn generalized linear demand systems : (the case of the "continuous" consumer without money illusion) / A.C.F. Vorst and J. van DaalPolynomial extensions and excisions for K1 / Ton VorstThe General linear group of polynomial rings over regular rings / A.C.F. VorstThe serre problem for discrete hodge algebras / A.C.F. VorstOptimal housing maintenance under uncertainty / A.C.F. VorstA stochastic version of the urban retail model / A.C.F. Vorst
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The value of an option based on an average security value / by A.G.Z. Kemna and A.C.F. VorstOptions on average asset values / A.G.Z. Kemna and A.C.F. VorstA pricing method for options based on average asset values / A.G.Z. Kemna and A.C.F. VorstOption replication in discrete time with transaction costs / Phelim P. Boyle and Ton VorstAnalysis of the term structure of implied volatilities / Ronald Heynen, Angelien Kemna and Ton VorstAnalysis of the term structure of implied volatilities / R. Heynen, A.G.Z. Kemna and A.C.F. VorstAnalysis of the term structure of implied volatilities / Ronald Heynen, Angelien Kemna, Ton VorstThe binomial model and the Greeks / A. Pelsser and A.C.F. VorstThe binomial model and the Greeks / Antoon Pelsser and Ton VorstBinomial models for some path-dependent options / Terry H.F. Cheuk, Ton C.F. VorstTransaction costs and efficiency of portfolio strategies / Antoon Pelsser, Ton VorstThe impact of firm specific news on implied volatilities / Monique W.M. Donders and Ton C.F. VorstLookback options and the observation frequency: a binomial approach / Terry H.F. Cheuk and Ton C.F. VorstThe impact of firm specific news on implied volatilities / Monique W.M. Donders and Ton C.F. VorstTransaction costs and efficiency of portfolio strategies / Antoon Pelsser and Ton VorstLookback options and the observation frequency : a binomial approach / Terry H.F. Cheuk, Ton C.F. VorstPricing American interest rate claims with humped volatility models / Juan M. Moraleda, Ton C.F. VorstThe valuation of interest rate derivatives : empirical evidence from the Spanish market / Juan M. Moraleda, Ton C.F. VorstThe impact of firm specific news on implied volatilities / Monique Donders and Ton VorstOptimal optioned portfolios with confidence limits on shortfall constraints / Antoon Pelsser and Ton VorstComplex barrier options / Terry Cheuk and Ton VorstPricing American interest rate claims with humped volatility models / Juan Moraleda and Ton VorstThe valuation of interest rate derivatives : empirical evidence from the Spanish market / Juan M. Moraleda, Ton C.F. VorstTime diversification and option pricing theory : another perspective / Bart Oldenkamp and Ton C.F. VorstAverage interest rate caps / Terry H.F. Cheuk and Ton C.F. VorstOption pricing with hedging at some fixed trading dates / Fabio Mercurio and Ton C.F. VorstA pricing model for American options with stochastic interest rates / Bert Menkveld, Ton VorstA pricing model for American options with stochastic interest rates / Bert Menkveld and Ton VorstA pricing model for American options with stochastic interest rates : working paper / Bert Menkveld and Ton VorstOptions and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity / Monique Donders, Roy Kouwenberg and Ton VorstA pricing model for American options with stochastic interest rates / Bert Menkveld and Ton VorstPricing of flexible and limit caps / Antoon Pelsser and Ton VorstHedging options under transaction costs and stochastic volatility / Jacek Gondzio, Roy Kouwenberg and Ton VorstA pricing model for American options with gaussian interest rates / Bert Menkveld and Ton VorstOptions on dividend paying stocks / Reimer Beneder and Ton VorstAn empirical comparison of default swap pricing models / Patrick Houweling, Ton VorstAn empirical comparison of default swap pricing models / Patrick Houweling, Ton VorstAn empirical comparison of default swap pricing models / Patrick Houweling & Ton VorstAn empirical comparison of default swap pricing models / Patrick Houweling, Ton VorstAn empirical comparison of default swap pricing models / Patrick Houweling, Ton Vorst