Mark-Jan Boes

VU University Amsterdam

De Boelelaan 1105

Amsterdam, ND North Holland 1081 HV

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS

182

CITATIONS
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3

Scholarly Papers (2)

1.

The Impact of Overnight Periods on Option Pricing

EFA 2004 Maastricht Meetings Paper No. 3168
Number of pages: 27 Posted: 22 Jul 2004
Mark-Jan Boes, Feike C. Drost and Bas J. M. Werker
VU University Amsterdam, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)
Downloads 125 (181,818)
Citation 3

Abstract:

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Derivative pricing, jump diffusion, stochastic volatility

2.

Intergenerational Risk Sharing under Loss Averse Preferences

Journal of Banking and Finance, Forthcoming
Number of pages: 31 Posted: 23 Mar 2014 Last Revised: 26 Sep 2016
Mark-Jan Boes and Arjen Siegmann
VU University Amsterdam and VU University Amsterdam
Downloads 22 (353,980)

Abstract:

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retirement saving, loss aversion, risk sharing, insurance, collective defined-contribution (CDC)