Some extensions to derivative asset pricing theory / Antoon PelsserThe binomial model and the Greeks / A. Pelsser and A.C.F. VorstThe binomial model and the Greeks / Antoon Pelsser and Ton VorstTransaction costs and efficiency of portfolio strategies / Antoon Pelsser, Ton VorstTransaction costs and efficiency of portfolio strategies / Antoon Pelsser and Ton VorstEfficient methods for valuing and managing interest rate and other derivative securities / Antoon André Jean PelsserOptimal optioned portfolios with confidence limits on shortfall constraints / Antoon Pelsser and Ton VorstPricing double barrier options : an analytical approach / Antoon PelsserPricing double barrier options : an analytical approach / Antoon PelsserPricing of flexible and limit caps / Antoon Pelsser and Ton VorstPricing double barrier options using analytical inversion of laplace transforms / Antoon PelsserMathematical foundation of convexity correction / Antoon PelsserPricing and hedging guaranteed annuity options via static option replication / Antoon PelsserPricing and hedging guaranteed annuity options via static option replication / Antoon PelsserRisico en rendement in balans voor verzekeraars / Antoon A.J. PelsserRisico en rendement in balans voor verzekeraars / Antoon A.J. Pelsser
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Markov-functional interest rate models / Phil Hunt, Joanne Kennedy and Antoon PelsserArbitrage-free pricing of quanto-swaptions / Phil Hunt and Antoon PelsserLibor and swap market models for the pricing of interest rate derivatives : an empirical analysis / Frank de Jong, Joost Driessen, Antoon PelsserMarket value of insurance contracts with profit sharing / Pieter Bouwknegt and Antoon PelsserLibor market models versus swap market models for pricing interest rate derivatives : an empirical analysis / Frank de Jong, Joost Driessen and Antoon PelsserObservational equivalence of discrete string models and market models / by Jeroen Kerkhof and Antoon PelsserFast drift approximated pricing in the BGM model / Raoul Pietersz, Antoon Pelsser and Marcel van RegenmortelOn the information in the interest rate term structure and option prices / Frank De Jong, Joost Driessen, Antoon PelsserA comparison of single factor Markov-functional and multi factor market models / Raoul Pietersz, Antoon A.J. PelsserLevel-slope-curvature - fact or artefact? / Roger Lord, Antoon PelsserLevel-slope-curvature, fact or artefact? / Roger Lord, Antoon Pelsser