Loading...

← Back to Leaderboard

Ton Vorst

Global rank #5773 93%

Institution: Vrije Universiteit Amsterdam

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1983

Most Recent: 2005

RePEc ID: pvo117 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 3.02 12.07 0.00 18.10

Publication Statistics

Raw Publications 13
Coauthorship-Adjusted Count 15.15

Publications (13)

Year Article Journal Tier Authors
2005 Pricing default swaps: Empirical evidence Journal of International Money and Finance B 2
2005 Comparing possible proxies of corporate bond liquidity Journal of Banking & Finance B 3
2003 Hedging options under transaction costs and stochastic volatility Journal of Economic Dynamics and Control B 3
2003 Book Review Review of Finance B 1
1997 Pricing American interest rate claims with humped volatility models Journal of Banking & Finance B 2
1997 Currency lookback options and observation frequency: A binomial approach Journal of International Money and Finance B 2
1996 The impact of firm specific news on implied volatilities Journal of Banking & Finance B 2
1994 Analysis of the Term Structure of Implied Volatilities Journal of Financial and Quantitative Analysis B 3
1992 Option Replication in Discrete Time with Transaction Costs. Journal of Finance A 2
1990 A pricing method for options based on average asset values Journal of Banking & Finance B 2
1987 Optimal housing maintenance under uncertainty Journal of Urban Economics A 1
1986 The relation between the rent and selling price of a building under optimal maintenance with uncertainty Journal of Economic Dynamics and Control B 1
1983 Equilibrium points in an urban retail model and their connection with dynamical systems Regional Science and Urban Economics B 2