Ton Vorst

2.6k total citations
40 papers, 1.7k citations indexed

About

Ton Vorst is a scholar working on Finance, Economics and Econometrics and Computational Theory and Mathematics. According to data from OpenAlex, Ton Vorst has authored 40 papers receiving a total of 1.7k indexed citations (citations by other indexed papers that have themselves been cited), including 28 papers in Finance, 8 papers in Economics and Econometrics and 4 papers in Computational Theory and Mathematics. Recurrent topics in Ton Vorst's work include Stochastic processes and financial applications (22 papers), Financial Risk and Volatility Modeling (9 papers) and Financial Markets and Investment Strategies (8 papers). Ton Vorst is often cited by papers focused on Stochastic processes and financial applications (22 papers), Financial Risk and Volatility Modeling (9 papers) and Financial Markets and Investment Strategies (8 papers). Ton Vorst collaborates with scholars based in Netherlands, Australia and United Kingdom. Ton Vorst's co-authors include Patrick Houweling, Phelim P. Boyle, Albert Mentink, Paul Kofman, A. G. Z. Kemna, Ronald C. Heynen, Martin Martens, Antoon Pelsser, Roy Kouwenberg and Fabio Mercurio and has published in prestigious journals such as The Journal of Finance, European Journal of Operational Research and Journal of Banking & Finance.

In The Last Decade

Ton Vorst

39 papers receiving 1.5k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Ton Vorst Netherlands	19	1.5k	628	276	248	125	40	1.7k
Robin Brooks United States	20	701 0.5×	685 1.1×	283 1.0×	393 1.6×	22 0.2×	48	1.2k
Semyon Malamud Switzerland	18	773 0.5×	791 1.3×	316 1.1×	140 0.6×	259 2.1×	99	1.3k
Robert M. Anderson United States	18	363 0.2×	538 0.9×	87 0.3×	177 0.7×	171 1.4×	57	1.0k
Martin Scheicher Germany	17	1.1k 0.7×	586 0.9×	179 0.6×	248 1.0×	43 0.3×	58	1.3k
Ludger Overbeck Germany	15	621 0.4×	204 0.3×	125 0.5×	35 0.1×	164 1.3×	48	805
Robert R. Bliss United States	17	2.5k 1.7×	1.1k 1.7×	415 1.5×	1.0k 4.2×	101 0.8×	50	2.8k
Viktor Todorov United States	28	3.1k 2.1×	1.7k 2.7×	180 0.7×	476 1.9×	174 1.4×	96	3.4k
Stathis Tompaidis United States	14	511 0.3×	407 0.6×	160 0.6×	52 0.2×	71 0.6×	42	757
Philipp Schönbucher Switzerland	13	962 0.6×	301 0.5×	158 0.6×	42 0.2×	166 1.3×	22	1.1k
Bas J. M. Werker Netherlands	21	1.2k 0.8×	760 1.2×	406 1.5×	339 1.4×	113 0.9×	100	1.6k

Countries citing papers authored by Ton Vorst

Since Specialization

Citations

This map shows the geographic impact of Ton Vorst's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ton Vorst with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ton Vorst more than expected).

Fields of papers citing papers by Ton Vorst

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ton Vorst. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ton Vorst. The network helps show where Ton Vorst may publish in the future.

Co-authorship network of co-authors of Ton Vorst

This figure shows the co-authorship network connecting the top 25 collaborators of Ton Vorst. A scholar is included among the top collaborators of Ton Vorst based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ton Vorst. Ton Vorst is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Houweling, Patrick, Albert Mentink, & Ton Vorst. (2003). Comparing Possible Proxies of Corporate Bond Liquidity. SSRN Electronic Journal. 71 indexed citations

Houweling, Patrick & Ton Vorst. (2002). An Empirical Comparison of Default Swap Pricing Models. Data Archiving and Networked Services (DANS). 38 indexed citations

Houweling, Patrick & Ton Vorst. (2001). Pricing Default Swaps: Empirical Evidence. SSRN Electronic Journal. 27 indexed citations

Kouwenberg, Roy, et al.. (2000). Options and Earnings Announcements: An Empirical Study of Volatility, Trading Volume, Open Interest and Liquidity. SSRN Electronic Journal. 9 indexed citations

Menkveld, Albert J. & Ton Vorst. (2000). A Pricing Model for American Options with Gaussian Interest Rates. Annals of Operations Research. 100(1-4). 211–226. 16 indexed citations

Vorst, Ton, et al.. (1999). Average Interest Rate Caps. Computational Economics. 14(3). 183–196. 6 indexed citations

Vorst, Ton & Albert J. Menkveld. (1998). A Pricing Model for American Options with Stochastic Interest Rates. SSRN Electronic Journal. 4 indexed citations

Martens, Martin, Paul Kofman, & Ton Vorst. (1998). A threshold error‐correction model for intraday futures and index returns. Journal of Applied Econometrics. 13(3). 245–263. 15 indexed citations

Pelsser, Antoon & Ton Vorst. (1997). Option pricing, arbitrage and martingales. Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands. 10(1). 35–53. 3 indexed citations

10.

Vorst, Ton, et al.. (1997). Currency lookback options and observation frequency: A binomial approach. Journal of International Money and Finance. 16(2). 173–187. 42 indexed citations

11.

Vorst, Ton, et al.. (1996). Pricing American Interest Rate Claims with Humped Volatility Models. SSRN Electronic Journal. 3 indexed citations

12.

Pelsser, Antoon & Ton Vorst. (1996). Transaction costs and efficiency of portfolio strategies. European Journal of Operational Research. 91(2). 250–263. 11 indexed citations

13.

Pelsser, Antoon & Ton Vorst. (1994). The Binomial Model and the Greeks. The Journal of Derivatives. 1(3). 45–49. 38 indexed citations

14.

Boyle, Phelim P. & Ton Vorst. (1992). Option Replication in Discrete Time with Transaction Costs. The Journal of Finance. 47(1). 271–293. 267 indexed citations

15.

Vorst, Ton. (1992). Prices and hedge ratios of average exchange rate options. International Review of Financial Analysis. 1(3). 179–193. 74 indexed citations

16.

Vorst, Ton. (1986). The relation between the rent and selling price of a building under optimal maintenance with uncertainty. Journal of Economic Dynamics and Control. 10(1-2). 315–320. 2 indexed citations

17.

Hazewinkel, Michiel & Ton Vorst. (1982). On the Snapper / Liebler-Vitale / Lam Theorem on permutation representations of the symmetric group. Journal of Pure and Applied Algebra. 23(1). 29–32. 1 indexed citations

18.

Vorst, Ton. (1981). The general linear group of polynomial rings over regular rings. Communications in Algebra. 9(5). 499–509. 35 indexed citations

19.

Vorst, Ton. (1979). Localization of theK-theory of polynomial extensions. Mathematische Annalen. 244(1). 33–53. 25 indexed citations

20.

Vorst, Ton. (1979). Polynomial extensions and excision forK 1. Mathematische Annalen. 244(3). 193–204. 14 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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