EEMCS

Vellekoop, M.H. and Nieuwenhuis, J.W. (2007) On Option Pricing Models in the Presence of Heavy Tails. Quantitative Finance, 7 (5). pp. 563-573. ISSN 1469-7688 *** ISI Impact 0,590 ***

Vellekoop, M.H. and Nieuwenhuis, J.W. (2007) Cash dividends and futures prices on discontinuous filtrations. Memorandum 1838, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850

Vellekoop, M.H. and Nieuwenhuis, J.W. (2006) Efficient Pricing of Derivatives on Assets with Discrete Dividends. Applied Mathematical Finance, 13 (3). pp. 265-284. ISSN 1350-486X

Vellekoop, M.H. and Nieuwenhuis, J.W. (2006) Modelling of tradeable securities with dividends. In: Proceedings of the QMF 2006, 13-16 dec 2006, Sydney, Australia. University of Technology, Sydney. ISBN not assigned