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44篇 您的检索式：作者名="Vorst T"

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	题名	作者	年代	出处	被引量
1	The constant elasticity of variance option pricing model显示文摘	Vorst T C F	1996	Journal of Portfolio Mana-gement1996，，22：	1
2	A threshold error correction model for intraday futures and index returns显示文摘	Martens M Kofman P Vorst T C F	1998	Journal of Applied Econo- metrics1998，，13：	1
3	Option replication in discrete time withtransaction costs 显示文摘	P BOYLE T VORST	1992	J Finance 19921992，2，：	1
4	Comparing possible proxies of corporate bond liquidity 显示文摘	Houweling P Mentink A Vorst T	2005	Journal of Banking & Finance2005，29，：	1
5	, Comparing possible proxies of corporate bond liquidity 显示文摘	Houweling P Mentink A Vorst T	2005	Journal of Banking & Finance2005，29，：	1
6	A Pricing Method for Options Based on Average Asset Values显示文摘	Kemma A Vorst T	1990	Journal of Banking and Finance1990，，14：	1
7	Developmental and wound-,cold-,desiccation-,ultraviolet-B-stress-induced modulations in the expression of the petunia zinc finger transcription factor gene ZPT2-2显示文摘	VANDER KROL A R VAN POECKE R M P VORST O F J VOOGT C VAN LEEUWEN W BORST-VRENSEN T W M TAKATSUJI H VANDER PLASL H W	1999	Plant Physiology1999，121，4：	1
8	Bovine herpesvirus 4 in bovine clinical mastitis显示文摘	Wellenberg G J van der Poel W H van der Vorst T J	2000	Vet Rec2000，147，8：	1
9	Option replication in descrete time with transaction costs显示文摘	Boyle P P Vorst T	1992	Journal of Finance1992，47，：	1
10	Option Replication in Discrete Tine with Transaction Costs显示文摘	Vorst T	1992	Journal of Finance1992，47，：	1
11	A Threshold Error-correction Model for Intraday Futures and Index Futures显示文摘	Martens M Kofman P Vorst T	1998	1998，，：	1
12	Option pricing with hedging at fixed trading dates显示文摘	Mercurio F Vorst T	1996	Appl Math Finance1996，3，：	1
13	Comparing possible proxies of corporate bond liquidity 显示文摘	Houweling P Mentink A Vorst T	2005	Journal of Banking & Fi- nance2005，29，6：	1
14	A threshold error-correction model for intraday futures and index returns显示文摘	Martens M Kofman P Vorst T C F	1998	Journal of Applied Econometrics1998，，3：	1
15	Comparing possible proxies of corporate bond liquidity 显示文摘	Houweling P Mentink A Vorst T	2005	Journal of Banking & Finance2005，29，：	1
16	Analysis of the term structure of implied volatilities显示文摘	Heynen R Kemna A Vorst T	1994	Journal of Financial and Quantitative Analysis1994，29，1：	1
17	The constant elasticity of variance option pricing model显示文摘	Cheuk T H F Vorst T C F	1996	Journal of Portfolio Management1996，36，22：	1
18	Shout floors显示文摘	T H F CHEUK T C F VORST	2003	Financial engineering review2003，1，2：	1
19	Hedging options under transaction costs and stochastic volatility显示文摘	Gondzio J Kouwenberg R Vorst T	2003	Journal of Economic Dynamics and Control2003，27，6：	1
20	Option replication in discrete time with transaction costs显示文摘	Boyle P P Vorst T	1992	The Journal of Finance1992，47，1：	1

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