1

On the multiplicity of option prices under CEV with positive elasticity of variance

Veestraeten, Dirk
Journal:
Review of Derivatives Research
Year:
2017
Language:
english
File:
PDF, 513 KB
english, 2017
3

Valuing stock options when prices are subject to a lower boundary

Dirk Veestraeten
Journal:
Journal of Futures Markets
Year:
2008
Language:
english
File:
PDF, 381 KB
english, 2008
4

Explaining Recent European Exchange-Rate Stability

Paul De Grauwe, Hans Dewachter, Dirk Veestraeten
Journal:
International Finance
Year:
1999
Language:
english
File:
PDF, 1.49 MB
english, 1999
5

Transition probabilities in a problem of stochastic process switching

Dirk Veestraeten
Journal:
Economics Letters
Year:
2012
Language:
english
File:
PDF, 207 KB
english, 2012
7

Expectation revisions and jumps in asset prices

Hans Dewachter, Dirk Veestraeten
Journal:
Economics Letters
Year:
1998
Language:
english
File:
PDF, 45 KB
english, 1998
10

On Transition and First Hitting Time Densities and Moments of the Ornstein–Uhlenbeck Process

Veestraeten, Dirk
Journal:
Stochastic Models
Year:
2014
Language:
english
File:
PDF, 156 KB
english, 2014
11

The presence of target zone nonlinearities when narrower bands exist within official zones

Veestraeten, Dirk
Journal:
Applied Economics
Year:
2007
Language:
english
File:
PDF, 119 KB
english, 2007
13

Currency option pricing in a credible exchange rate target zone

Veestraeten, Dirk
Journal:
Applied Financial Economics
Year:
2013
Language:
english
File:
PDF, 449 KB
english, 2013
14

Measuring convergence speed of asset prices toward a pre-announced target

Dewachter, Hans, Veestraeten, Dirk
Journal:
Applied Financial Economics
Year:
2001
Language:
english
File:
PDF, 433 KB
english, 2001