Ton Vorst

Q: What Schools Are Affiliated With Ton Vorst

Ton Vorst is affiliated with the following schools: Vrije Universiteit Amsterdam, Tilburg University, Utrecht University, Erasmus University Rotterdam

Ton Vorst's AcademicInfluence.com Rankings

Ton Vorst

Economics

#2293

World Rank

#2621

Historical Rank

Financial Economics

#73

World Rank

#73

Historical Rank

economics Degrees

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Economics

Ton Vorst's Degrees

PhD Economics Tilburg University
Masters Econometrics Tilburg University

Why Is Ton Vorst Influential?

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According to Wikipedia, Antonius Cornelis Franciscus Vorst is a Dutch financial engineer and mathematician, Professor at the department of Finance of the Vrije Universiteit in Amsterdam, and Director of the VU Amsterdam School of Finance and Risk Management.

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Ton Vorst's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Option Replication in Discrete Time with Transaction Costs (1992) (433)
Pricing Default Swaps: Empirical Evidence (2003) (327)
Comparing Possible Proxies of Corporate Bond Liquidity (2003) (301)
Analysis of the Term Structure of Implied Volatilities (1994) (207)
A Threshold Error Correction Model for Intraday Futures and Index Returns (1998) (180)
Complex Barrier Options (1996) (133)
Prices and Hedge Ratios of Average Exchange Rate Options (1992) (118)
Optimal Portfolios under a Value at Risk Constraint (2001) (106)
The Impact of Firm Specific News on Implied Volatilities (1996) (102)
An Empirical Comparison of Default Swap Pricing Models (2002) (75)
The general linear group of polynomial rings over regular rings (1980) (69)
Currency lookback options and observation frequency: A binomial approach (1997) (69)
The Binomial Model and the Greeks (1994) (68)
Hedging Options under Transaction Costs and Stochastic Volatility (2003) (47)
The Serre problem for discrete hodge algebras (1983) (47)
Pricing American interest rate claims with humped volatility models (1997) (46)
How to measure Corporate Bond Liquidity (2003) (42)
Polynomial extensions and excision forK1 (1979) (32)
Option pricing with hedging at fixed trading dates (1996) (31)
Options on Dividend Paying Stocks (2001) (30)
Localization of theK-theory of polynomial extensions (1979) (26)
A Pricing Model for American Options with Gaussian Interest Rates (2000) (21)
Transaction costs and efficiency of portfolio strategies (1996) (19)
Valuing Euro Rating-Triggered Step-Up Telecom Bonds (2003) (17)
Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market (2002) (16)
Life after VaR (2005) (14)
A survey on the K-theory of polynomial extensions (1984) (11)
Mixtures of tails in clustered automobile collision claims (1996) (8)
Average Interest Rate Caps (1999) (7)
On the Snapper / Liebler-Vitale / Lam Theorem on permutation representations of the symmetric group (1982) (6)
Note on prime representations of convex polyhedral sets (1989) (5)
A Pricing Model for American Options with Stochastic Interest Rates (1998) (4)
The relation between the rent and selling price of a building under optimal maintenance with uncertainty (1986) (4)
The general linear group of discrete hodge algebras (1986) (4)
The Valuation of Interest Rate Derivatives: Empirical Evidence from the Spanish Market (1996) (3)
Time Diversification and Option Pricing Theory (1997) (3)
Option pricing, arbitrage and martingales (1997) (2)
On the mathematical aspects of an urban retail model (1990) (1)
The theory of good-deal pricing in financial markets (2002) (1)
Some Properties of a Nonlinear Migration Model (2010) (1)
Mixtures of Tails in Clustered Automobile Claims (1995) (1)
ON PERMUTATION REPRESENTATIONS OF THE SYMMETRIC GROUP (2005) (0)

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Other Resources About Ton Vorst

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What Schools Are Affiliated With Ton Vorst?

Ton Vorst is affiliated with the following schools:

Ton Vorst's Academic­Influence.com Rankings