Enrique ter Horst

Identifiers

• name variant Enrique ter Horst 0.60 · backfill

Papers (5)

1. A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities stat.AP · 2014 · author #4
2. Stochastic Volatility Models Including Open, Close, High and Low Prices q-fin.ST · 2009 · author #4
3. Measuring expectations in options markets: An application to the SP500 index q-fin.PR · 2008 · author #2
4. Assessment and Propagation of Input Uncertainty in Tree-based Option Pricing Models cs.CE · 2007 · author #3
5. Towards a Bayesian framework for option pricing cs.CE · 2006 · author #2

Mentions

• 0901.1315 #4 · arxiv_oai · confidence 0.70 Enrique ter Horst
• 1409.1956 #4 · backfill · confidence 0.70 Enrique ter Horst
• 0901.1315 #4 · backfill · confidence 0.70 Enrique ter Horst
• 0901.0033 #2 · backfill · confidence 0.70 Enrique ter Horst
• 0704.1768 #3 · backfill · confidence 0.70 Enrique ter Horst

Frequent Coauthors

• German Molina 3 shared papers
• Henryk Gzyl 3 shared papers
• Abel Rodriguez 2 shared papers
• Fabrizio Leisen 1 shared papers
• Roberto Casarin 1 shared papers
• Samuel Malone 1 shared papers