A. Kemna

Asian Options on Oil Spreads

B. A. Heenk, A. Kemna, A. Vorst, 1990 .

Analysis of the Term Structure of Implied Volatilities

A. Kemna, T. Vorst, R. Heynen, 1994, Journal of Financial and Quantitative Analysis.

A pricing method for options based on average asset values

A. Kemna, A. Vorst, 1990 .

Case studies on real options

A. Kemna, 1993 .

A contribution to event study methodology with an application to the Dutch stock market

Frank de Jong, Teun Kloek, T. Kloek, 1992 .

Pension Funds in the Netherlands

Eduard H. M. Ponds, A. Kemna, O. Steenbeek, 2011 .

An Empirical Test of the OPM Based on EOE-Transactions Data

A. Kemna, 1989 .