Ton Vorst

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Hedging options under transaction costs and stochastic volatility Journal of Economic Dynamics and Control	2008-10-24	Paper
scientific article; zbMATH DE number 1867102 (Why is no real title available?)	2002-01-01	Paper
A pricing model for American options with Gaussian interest rates Annals of Operations Research	2001-06-14	Paper
scientific article; zbMATH DE number 1944680 (Why is no real title available?)	2001-01-01	Paper
scientific article; zbMATH DE number 1222795 (Why is no real title available?)	2000-11-12	Paper
Average interest rate caps Computational Economics	2000-06-04	Paper
Transaction costs and efficiency of portfolio strategies European Journal of Operational Research	1999-11-10	Paper
scientific article; zbMATH DE number 1234541 (Why is no real title available?)	1999-01-03	Paper
Mixtures of tails in clustered automobile collision claims Insurance Mathematics & Economics	1997-06-22	Paper
Option pricing with hedging at fixed trading dates Applied Mathematical Finance	1996-01-01	Paper
scientific article; zbMATH DE number 4204069 (Why is no real title available?)	1990-01-01	Paper
scientific article; zbMATH DE number 4170636 (Why is no real title available?)	1990-01-01	Paper
Note on prime representations of convex polyhedral sets Journal of Optimization Theory and Applications	1989-01-01	Paper
scientific article; zbMATH DE number 3981316 (Why is no real title available?)	1986-01-01	Paper
scientific article; zbMATH DE number 3840107 (Why is no real title available?)	1984-01-01	Paper
The Serre problem for discrete Hodge algebras Mathematische Zeitschrift	1983-01-01	Paper
On the Snapper/Liebler-Vitale/Lam theorem on permutation representations of the symmetric group Journal of Pure and Applied Algebra	1982-01-01	Paper
The general linear group of polynomial rings over regular rings Communications in Algebra	1981-01-01	Paper
Polynomial extensions and excision for \(K_1\) Mathematische Annalen	1979-01-01	Paper
Localization of the K-theory of polynomial extensions Mathematische Annalen	1979-01-01	Paper

Research outcomes over time

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