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Results: 27
Number of items: 27
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Veestraeten, D. (2014). On transition and first hitting time densities and moments of the Ornstein-Uhlenbeck process. Stochastic Models, 30(2), 143-161. https://doi.org/10.1080/15326349.2014.900376
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Veestraeten, D. (2013). Erratum to ''An alternative approach to modelling relapse in cancer with an application to adenocarcinoma of the prostate'' [Math. Biosci. 199 (2006) 38-54]. Mathematical Biosciences, 241(1), 145-146. https://doi.org/10.1016/j.mbs.2012.09.007
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Veestraeten, D. (2013). Currency option pricing in a credible exchange rate target zone. Applied Financial Economics, 23(11), 951-962. https://doi.org/10.1080/09603107.2013.778945
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Hertrich, M., & Veestraeten, D. (2013). Valuing stock options when prices are subject to a lower boundary: a correction. The Journal of Futures Markets, 33(9), 889-890. https://doi.org/10.1002/fut.21612
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Veestraeten, D. (2012). The relationship between put and call option prices: a remark. University of Amsterdam. http://www1.fee.uva.nl/mint/content/people/content/veestraeten/downloadablepapers/veestraeten%20%282012b%29.pdf
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Veestraeten, D. (2012). Transition probabilities in a problem of stochastic process switching. Economics Letters, 114(2), 201-204. https://doi.org/10.1016/j.econlet.2011.09.042
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Hertrich, M., & Veestraeten, D. (2012). Valuing stock options when prices are subject to a lower boundary: a correction. The Journal of Futures Markets. http://www1.fee.uva.nl/mint/content/people/content/veestraeten/downloadablepapers/hertrichveestraeten%20%282012%29.pdf
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