Dr. D.J.M. (Dirk) Veestraeten

Faculty of Economics and Business

Sectie Macro & International Economics

Visiting address

Roetersstraat 11
Room number: E3.70

Postal address

Postbus 15867
1001 NJ Amsterdam

Contact details

+31 (0)20 525 4194

Profile

Position

Assistant Professor

Short Biography

Dirk Veestraeten is an Assistant Professor of Economics at the University of Amsterdam. His teaching activities focus on the University's curriculum in International and Monetary Economics. He holds a Ph.D. from the Katholieke Universiteit of Leuven (K.U. Leuven, Belgium)

Research interests

Exchange rate economics, asset pricing, stochastic processes, special functions

CV

Tips for writing essays and theses
Teaching

Teaching activities

Money and Banking (BSc course)

International Trade and Investment (BSc course)

Economics of Money and Banking (BSc course, PPLE)

International Economic Cooperation (MSc course)

International Trade Theory and Policy (MSc course)

Research Seminar Track International Economics & Globalization (MSc course)
Publications
2025

Veestraeten, D. (2025). Correction. Integral Transforms and Special Functions, 36(3), 244. https://doi.org/10.1080/10652469.2024.2406976

2021

Veestraeten, D. J. M. (2021). Some Laplace transforms and integral representations for parabolic cylinder functions and error functions. Hacettepe Journal of Mathematics & Statistics, 50(1), 63-78. Advance online publication. https://doi.org/10.15672/hujms.612642

2020

Veestraeten, D. (2020). Some inverse Laplace transforms that contain the Marcum Q function and an expanded property of the Marcum Q function. Integral Transforms and Special Functions, 31(5), 368-382. https://doi.org/10.1080/10652469.2019.1699922
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Some inverse Laplace transforms that contain the Marcum Q function and an expanded property of the Marcum Q function
Supplementary files
Correction

2017

Veestraeten, D. (2017). An alternative integral representation for the product of two parabolic cylinder functions. Integral Transforms and Special Functions, 28(12), 915-922. https://doi.org/10.1080/10652469.2017.1385612 [details]
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Veestraeten, D. (2017). On the multiplicity of option prices under CEV with positive elasticity of variance. Review of Derivatives Research, 20(1), 1-13. Advance online publication. https://doi.org/10.1007/s11147-016-9122-2 [details]
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Veestraeten, D. J. M. (2017). An integral representation for the product of parabolic cylinder functions. Integral Transforms and Special Functions, 28(1), 15-21. https://doi.org/10.1080/10652469.2016.1247837 [details]
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2016

Veestraeten, D. (2016). Some integral representations and limits for (products of) the parabolic cylinder function. Integral Transforms and Special Functions, 27(1), 64-77. https://doi.org/10.1080/10652469.2015.1092441 [details]

2015

Veestraeten, D. (2015). A recursion formula for the moments of the first passage time of the Ornstein-Uhlenbeck process. Journal of Applied Probability, 52(2), 595-601. https://doi.org/10.1239/jap/1437658618 [details]

Veestraeten, D. (2015). On the inverse transform of Laplace transforms that contain (products of) the parabolic cylinder function. Integral Transforms and Special Functions, 26(11), 859-871. https://doi.org/10.1080/10652469.2015.1063628 [details]

Veestraeten, D. (2015). Some remarks, generalizations and misprints in the integrals in Gradshteyn and Ryzhik. Scientia. Series A. Mathematical Sciences, 26, 115-131. http://www.mat.utfsm.cl/scientia/archivos/vol26/Articulo-10.pdf [details]

2014

Veestraeten, D. (2014). On transition and first hitting time densities and moments of the Ornstein-Uhlenbeck process. Stochastic Models, 30(2), 143-161. https://doi.org/10.1080/15326349.2014.900376 [details]

2013

Hertrich, M., & Veestraeten, D. (2013). Valuing stock options when prices are subject to a lower boundary: a correction. The Journal of Futures Markets, 33(9), 889-890. https://doi.org/10.1002/fut.21612 [details]

Veestraeten, D. (2013). Currency option pricing in a credible exchange rate target zone. Applied Financial Economics, 23(11), 951-962. https://doi.org/10.1080/09603107.2013.778945 [details]

Veestraeten, D. (2013). Erratum to ''An alternative approach to modelling relapse in cancer with an application to adenocarcinoma of the prostate'' [Math. Biosci. 199 (2006) 38-54]. Mathematical Biosciences, 241(1), 145-146. https://doi.org/10.1016/j.mbs.2012.09.007 [details]

2012

Hertrich, M., & Veestraeten, D. (2012). Valuing stock options when prices are subject to a lower boundary: a correction. The Journal of Futures Markets. http://www1.fee.uva.nl/mint/content/people/content/veestraeten/downloadablepapers/hertrichveestraeten%20%282012%29.pdf [details]

Veestraeten, D. (2012). Transition probabilities in a problem of stochastic process switching. Economics Letters, 114(2), 201-204. https://doi.org/10.1016/j.econlet.2011.09.042 [details]

2008

Veestraeten, D. (2008). Valuing stock options when prices are subject to a lower boundary. The Journal of Futures Markets, 28(3), 231-247. https://doi.org/10.1002/fut.20299 [details]

2007

Veestraeten, D. J. M. (2007). The presence of target zones nonlinearities when narrower bands exist within official zones. Applied Economics, 39(4), 449-452. https://doi.org/10.1080/00036840500428104

2006

Veestraeten, D. J. M. (2006). An alternative approach to modelling relapse in cancer with an application to adencarcinoma of the prostate. Mathematical Biosciences, 199(1), 38-54. https://doi.org/10.1016/j.mbs.2005.10.002 [details]

2004

Veestraeten, D. J. M. (2004). The conditional probability density function for a reflected Brownian motion. Computational Economics, 24(2), 185-207. http://10.1023/B:CSEM.0000049491.13935.af

2001

Dewachter, H., & Veestraeten, D. J. M. (2001). Measuring convergence speed of asset prices toward a pre-announced target. Applied Financial Economics, 11(6), 591-601. [details]

1999

De Grauwe, P., Dewachter, H., & Veestraeten, D. J. M. (1999). Explaining recent European exchange rate stability. International Finance, 2(1), 1-31. https://doi.org/10.1111/1468-2362.00017

Gebauer, W., Schmidt, K. J. W., & Veestraeten, D. J. M. (1999). Financial market indicators and real capital investment in Germany. In W. Bühler, H. Hax, & R. Schmidt (Eds.), Empirical Research on the German Capital Market (pp. 113-134). (Contributions to Management Services). Heidelberg: Physica-Verlag/Springer-Verlag.

de Grauwe, P., Dewachter, H., & Veestraeten, D. J. M. (1999). Price dynamics under stochastic process switching: Some extensions and an application to EMU. Journal of International Money and Finance, 18(2), 195-224. https://doi.org/10.1016/S0261-5606(99)00001-7

1998

Dewachter, H., & Veestraeten, D. J. M. (1998). Expectation revisions and jumps in asset prices. Economics Letters, 59(3), 367-372. https://doi.org/10.1016/S0165-1765(98)00071-8
2010

Veestraeten, D. J. M. (2010). Erratum to "An alternative approach to modelling relapse in cancer with an application to adenocarcinoma of the prostate". Mathematical Biosciences, 241(1).

2005

Veestraeten, D. J. M. (2005). Investigating Nonlinearities and Undeclared Narrow Zones in the Exchange Rate Mechanism. In V. Deville, J. von Landesberger, M. Müller, F. Schobert, & A. Worms (Eds.), Issues on Monetary Theory and Policy. Proceedings of a Colloquium in Honour of Wolfgang Gebauer (pp. 147-174). Frankfurt: Bankakademie Verlag.
2002

Veestraeten, D. J. M. (2002). Asset price dynamics under announced policy switching.
2015

Veestraeten, D. (2015). Integral representations for products of two parabolic cylinder functions with different arguments and orders. ArXiv. http://arxiv.org/pdf/1508.06906v1.pdf [details]

Veestraeten, D. (2015). Recursion formulas for the evaluation of the parabolic cylinder function with integer and half-integer orders. University of Amsterdam. https://doi.org/10.13140/RG.2.1.2133.0404 [details]

2013

Veestraeten, D. (2013). Moments, time-depending rebates and the put-call parity for barrier options. University of Amsterdam. [details]
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2000

Veestraeten, D. (2000). Conditional distributions in the Krugman target zone model and undeclared narrow bands. (CES Discussion Paper Series; No. 01.02). Center for Economic Studies. http://www1.feb.uva.nl/pp/bin/629fulltext.pdf

Veestraeten, D. J. M. (2000). Pricing of currency options in credible target zones: An extension and an alternative valuation approach. (CES Discussion Paper Series; No. 00.31). Center for Economic Studies. http://www1.feb.uva.nl/pp/bin/630fulltext.pdf

1999

Dewachter, H., & Veestraeten, D. (1999). Measuring convergence speed of asset prices toward a pre-announced target. (CES discussion paper series; No. 99.02). Center for Economic Studies. http://www1.feb.uva.nl/pp/bin/631fulltext.pdf
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Dr. D.J.M. (Dirk) Veestraeten

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