Dr. D.J.M. (Dirk) Veestraeten
Faculteit Economie en Bedrijfskunde
Sectie Macro & International Economics
Bezoekadres
- Roetersstraat 11
- Kamernummer: E3.70
Postadres
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Postbus 15867
1001 NJ Amsterdam
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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
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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)
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Publicaties
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. Advance online publication. https://doi.org/10.1080/10652469.2019.1699922
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]- 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]
- 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]
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
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
This list of publications is extracted from the UvA-Current Research Information System. Questions? Ask the library or the Pure staff of your faculty / institute. Log in to Pure to edit your publications. Log in to Personal Page Publication Selection tool to manage the visibility of your publications on this list. -
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Veestraeten, D. (2017). An alternative integral representation for the product of two parabolic cylinder functions. Integral Transforms and Special Functions, 28(12), 915-922.