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Results: 50
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  • Open Access
    van der Ploeg, A. P. C., Boswijk, H. P., & de Jong, F. (2003). A state space approach to the estimation of multi-factor affine stochastic volatility option pricing models. (UvA-econometrics working paper; No. 13). UvA.
  • Open Access
    van der Ploeg, A. P. C., Boswijk, H. P., & de Jong, F. (2003). A state space approach to the estimation of multi-factor affine stochastic volatility option pricing models. (Quantitative Economics Discussion Paper; No. 2003/13). University of Amsterdam. http://www1.feb.uva.nl/pp/bin/263fulltext.pdf
  • de Jong, F. C. J. M. (2002). Measures of Contributions to Price Discovery: A Comparison. Journal of Financial Markets, 5(3), 323-328. https://doi.org/10.1016/S1386-4181(02)00028-9
  • de Jong, F. C. J. M. (2001). De verhandeling van kleine en middelgrote fondsen op de Amsterdamse effectenbeurs: De voorstellen van Euronext in perspectief. VEUO.
  • de Jong, F. C. J. M., & Wielhouwer, J. (2001). The valuation and hedging of variable rate savings accounts. (Tinbergen Institute Discussion Paper; No. TI2001-112/2). Tinbergen Institute. http://papers.tinbergen.nl/01112.pdf
  • de Jong, F. C. J. M., & de Roon, F. (2001). Time-varying market integration and expected returns in emerging mrkets. (Tinbergen Institute Discussion Paper; No. TI2001-113/2). Tinbergen Institute.
  • de Jong, F. C. J. M. (2001). Measures of contributions to price discovery: A comparison. (Tinbergen Institute Discussion Paper; No. TI2001-114/2). Tinbergen Institute. http://papers.tinbergen.nl/01114.pdf
  • Driessen, J. J. A. G., de Jong, F. C. J. M., & Pelsser, A. (2001). On the Information in the Interest Rate Term Structure and Option Prices. working paper.
  • de Jong, F. C. J. M., Werker, B. J. M., & Drost, F. C. (2001). A Jump-Diffusion Model for Exchange Rates in a Target Zone. Statistica Neerlandica, 55(3), 269-299.
  • de Jong, F. C. J. M., Driessen, J. J. A. G., & Pelsser, A. (2001). Libor and Swaprate Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis. CENTER Discussion paper, 35.
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