Cornelis S. L. de Graaf
From MaRDI portal
Person:2874729
Available identifiers
zbMath Open de-graaf.cornelis-s-lMaRDI QIDQ2874729
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Efficient exposure computation by risk factor decomposition | 2019-02-06 | Paper |
Smile and default: the role of stochastic volatility and interest rates in counterparty credit risk | 2018-11-13 | Paper |
EFFICIENT COMPUTATION OF EXPOSURE PROFILES FOR COUNTERPARTY CREDIT RISK | 2014-08-08 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
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MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Cornelis S. L. de Graaf