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Details about Enrique ter Horst

Workplace:Instituto de Estudios Superiores de Administración (IESA) (IESA School of Management), (more information at EDIRC)

Access statistics for papers by Enrique ter Horst.

Last updated 2010-01-24. Update your information in the RePEc Author Service.

Short-id: pte131


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Working Papers

2009

  1. Stochastic Volatility Models Including Open, Close, High and Low Prices
    Papers, arXiv.org Downloads

2008

  1. Measuring expectations in options markets: An application to the SP500 index
    Papers, arXiv.org Downloads

2006

  1. Towards a Bayesian framework for option pricing
    Papers, arXiv.org Downloads

Journal Articles

2009

  1. What executives should know about structural credit risk models and their limitations: a primer with examples
    Journal of Financial Transformation, 2009, 27, 58-62
 
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