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Veestraeten, D. (2012). Currency option pricing in a credible exchange rate target zone. University of Amsterdam, Department of Economics. http://www1.fee.uva.nl/mint/content/people/content/veestraeten/downloadablepapers/veestraeten%20(2012).pdf
Veestraeten, D. (2011). Stochastic process switching when the time is ripe. Universiteit van Amsterdam. http://www1.fee.uva.nl/mint/content/people/content/veestraeten/downloadablepapers/veestraeten%20(2011b).pdf
Veestraeten, D. (2009). Currency option pricing in a credible exchange rate target zone. Faculteit Economie en Bedrijfskunde.
Veestraeten, D. (2009). Transition probabilities in a problem of stochastic process switching. Faculteit Economie en Bedrijfskunde.
Veestraeten, D. (2008). Valuing stock options when prices are subject to a lower boundary. The Journal of Futures Markets, 28(3), 231-247. https://doi.org/10.1002/fut.20299
Veestraeten, D. J. M. (2006). An alternative approach to modelling relapse in cancer with an application to adencarcinoma of the prostate. Mathematical Biosciences, 199(1), 38-54. https://doi.org/10.1016/j.mbs.2005.10.002
Dewachter, H., & Veestraeten, D. J. M. (2001). Measuring convergence speed of asset prices toward a pre-announced target. Applied Financial Economics, 11(6), 591-601.

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