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Enrique ter Horst

This is information that was supplied by Enrique ter Horst in registering through RePEc. If you are Enrique ter Horst, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Enrique
Middle Name:
Last Name:ter Horst
RePEc Short-ID:pte131
[This author has chosen not to make the email address public]
Caracas, Venezuela


Avenida IESA, Edificio IESA, San Bernardino, Caracas 1010
RePEc:edi:iesaave (more details at EDIRC)
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  1. Abel Rodriguez & Henryk Gzyl & German Molina & Enrique ter Horst, 2009. "Stochastic Volatility Models Including Open, Close, High and Low Prices," Papers 0901.1315,
  2. Abel Rodriguez & Enrique ter Horst, 2008. "Measuring expectations in options markets: An application to the SP500 index," Papers 0901.0033,
  3. Henryk Gzyl & Enrique ter Horst & Samuel Malone, 2006. "Towards a Bayesian framework for option pricing," Papers cs/0610053,
  1. 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.

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