Authors: MARTENS M KOFMAN P VORST TCF

Citation: M. Martens et al., A THRESHOLD ERROR-CORRECTION MODEL FOR INTRADAY FUTURES AND INDEX RETURNS, Journal of applied econometrics, 13(3), 1998, pp. 245-263

Authors: MORALEDA JM VORST TCF

Citation: Jm. Moraleda et Tcf. Vorst, PRICING AMERICAN INTEREST-RATE CLAIMS WITH HUMPED VOLATILITY MODELS, Journal of banking & finance, 21(8), 1997, pp. 1131-1157

Authors: CHEUK THF VORST TCF

Citation: Thf. Cheuk et Tcf. Vorst, CURRENCY LOOKBACK OPTIONS AND OBSERVATION FREQUENCY - A BINOMIAL APPROACH, Journal of international money and finance, 16(2), 1997, pp. 173-187

Authors: OLDENKAMP B VORST TCF

Citation: B. Oldenkamp et Tcf. Vorst, TIME DIVERSIFICATION AND OPTION PRICING THEORY - ANOTHER PERSPECTIVE - OPTION PRICING THEORY CANNOT CONTRIBUTE TO THE INVESTOR HORIZON PROBLEM, Journal of portfolio management, 23(4), 1997, pp. 56

Authors: DONDERS MWM VORST TCF

Citation: Mwm. Donders et Tcf. Vorst, THE IMPACT OF FIRM SPECIFIC NEWS ON IMPLIED VOLATILITIES, Journal of banking & finance, 20(9), 1996, pp. 1447-1461

Authors: KALB GRJ KOFMAN P VORST TCF

Citation: Grj. Kalb et al., MIXTURES OF TAILS IN CLUSTERED AUTOMOBILE COLLISION CLAIMS, Insurance. Mathematics & economics, 18(2), 1996, pp. 89-107