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Jong, C.M. de

(Cyriel de Jong)



option price market stock marketing model trade value volatility spike trader bedrijf trading aantal worden gebruik insider regime systeem tussen tabel management probability wordt distribution period systemen impact liquidity bedrijven result automatisering dealer process mean-reverting parameter electricity level return information heeft table method support decision asset profit hebben liquidity traders schaal andere option trading estimate stock value waarin informatie number verschillende aandeel example option prices pricing respondenten strategy future journal variabelen aanzien error binnen series correlatie gegeven gebruikt procent functionarissen derivative forecast paragraaf succe




9 Most Recent Publications

Gas Storage Valuation Using a Monte Carlo Method (Article)
Boogert, A. Jong, C.M. de
2008-03-01
The Nature of Power Spikes: a regime-switch approach (Research Paper)
Jong, C.M. de
2005-10-14
Dealing with Derivatives. Studies on the role, informational content and pricing of financial derivatives (Doctoral Thesis)
Jong, C.M. de
2003-06-19
Option Formulas for Mean-Reverting Power Prices with Spikes (Research Paper)
Jong, C.M. de Huisman, R.
2002-10-22
Informed Option Trading Strategies (Research Paper)
Jong, C.M. de
2001-10-18
From Skews to a Skewed-t (Research Paper)
Jong, C.M. de Huisman, R.
2000-05-18
Marketing Decision Support Systems in Nederland (Article)
Jong, C.M. de Huizingh, K.R.E. Oude Ophuis, P.A.M. Wierenga, B.
1995-12-01
Marketing Decision Support Systemen in hun bedrijfsomgeving (Article)
Huizingh, K.R.E. Jong, C.M. de Oude Ophuis, P.A.M. Wierenga, B.
1995-01-01
Kritische succesfactoren voor marketing decision support systemen (Book)
Jong, C.M. de Huizingh, K.R.E. Oude Ophuis, P.A.M. Wierenga, B.
1994-01-01
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