Enrique ter Horst
First Name: Enrique
Last Name: ter Horst
RePEc Short-ID: pte131
- Instituto de Estudios Superiores de Administración (IESA)
- Location: Caracas, Venezuela
Postal: Avenida IESA, Edificio IESA, San Bernardino, Caracas 1010
Handle: RePEc:edi:iesaave (more details at EDIRC)
- Abel Rodriguez & Henryk Gzyl & German Molina & Enrique ter Horst, 2009.
"Stochastic Volatility Models Including Open, Close, High and Low Prices,"
- Enrique Ter Horst & Abel Rodriguez & Henryk Gzyl & German Molina, 2012. "Stochastic volatility models including open, close, high and low prices," Quantitative Finance, Taylor and Francis Journals, vol. 12(2), pages 199-212, May.
- Abel Rodriguez & Enrique ter Horst, 2008. "Measuring expectations in options markets: An application to the SP500 index," Papers 0901.0033, arXiv.org.
- Henryk Gzyl & Enrique ter Horst & Samuel Malone, 2006. "Towards a Bayesian framework for option pricing," Papers cs/0610053, arXiv.org.
- Malone, Samuel & Rodriguez, Abel & ter Horst, Enrique, 2009. "What executives should know about structural credit risk models and their limitations: a primer with examples," Journal of Financial Transformation, Capco Institute, vol. 27, pages 58-62.
Most downloaded item (past 12 months)
- Abel Rodriguez & Henryk Gzyl & German Molina & Enrique ter Horst, 2009. "Stochastic Volatility Models Including Open, Close, High and Low Prices," Papers 0901.1315, arXiv.org.
Access and download statistics for all itemsthese instructions.
To update listings or check citations waiting for approval, Enrique ter Horst should log into the RePEc Author Service
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.