Raoul Pietersz
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Person:541588
Available identifiers
zbMath Open pietersz.raoulMaRDI QIDQ541588
List of research outcomes
 | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| CASH-SETTLED SWAPTIONS: A NEW PRICING MODEL | 2020-08-05 | Paper |
| Rank reduction of correlation matrices by majorization | 2019-01-15 | Paper |
| A comparison of single factor Markov-functional and multi factor market models | 2011-06-07 | Paper |
| Generic market models | 2007-05-29 | Paper |
| Efficient rank reduction of correlation matrices | 2007-04-10 | Paper |
Research outcomes over time
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