• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Recent PhD Placements
    • Facilities
    • Admissions
  • Research
  • News
  • Events
    • Summer School
      • Crash Course in Experimental Economics
      • Introduction in Genome-Wide Data Analysis
      • Research on Productivity, Trade, and Growth
      • Econometric Methods for Forecasting and Data Science
  • Times
Home | People | Dirk Veestraeten
 placeholder

Dirk Veestraeten

Candidate Fellow

University
University of Amsterdam
Researchgroup
Macroeconomics
Interests
exchange rates, finance, international economics, mathematical methods

List of publications

D. Veestraeten. 2017. On the multiplicity of option prices under CEV with positive elasticity of variance. Review of Derivatives Research, 20, 1--13, 1380-6645

M. Hertrich and D. Veestraeten. 2013. Valuing stock options when prices are subject to a lower boundary: a correction. The Journal of Futures Markets, 33, 889--890, 0270-7314

D. Veestraeten. 2012. Transition probabilities in a problem of stochastic process switching. Economics Letters, 114, 201--204, 0165-1765

D. Veestraeten. 2008. Valuing stock options when prices are subject to a lower boundary. The Journal of Futures Markets, 28, 231--247, 0270-7314

D.J.M. Veestraeten. 2007. The presence of target zones nonlinearities when narrower bands exist within official zones. Applied Economics, 39, 449--452, 0003-6846

D.J.M. Veestraeten. 2004. The probability density function for a reflected Brownian motion. Computational Economics, 24, 185--207, 0927-7099

D.J.M. Veestraeten. 2004. The conditional probability density function for a reflected Brownian motion. Computational Economics, 24, 185--207, 0927-7099

de Grauwe, P. and H. Dewachter and D.J.M. Veestraeten. 1999. Price dynamics under stochastic process switching: Some extensions and an application to EMU. Journal of international Money and Finance, 18, 195--224, 0261-5606

De Grauwe, P and H. Dewachter and D.J.M. Veestraeten. 1999. Explaining recent European exchange rate stability. International Finance, 2, 1--31, 1367-0271

H. Dewachter and D.J.M. Veestraeten. 1998. Expectation revisions and jumps in asset prices. Economics Letters, 59, 367--372, 0165-1765