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 International Journal of Theoretical and Applied Finance | 2020-08-05 | Paper |
| Rank reduction of correlation matrices by majorization Quantitative Finance | 2019-01-15 | Paper |
| A comparison of single factor Markov-functional and multi factor market models Review of Derivatives Research | 2011-06-07 | Paper |
| Generic market models Finance and Stochastics | 2007-05-29 | Paper |
| Efficient rank reduction of correlation matrices Linear Algebra and its Applications | 2007-04-10 | Paper |
Research outcomes over time
This page was built for person: Raoul Pietersz
