Raoul Pietersz
From MaRDI portal
Person:541588
Available identifiers
zbMath Open pietersz.raoulMaRDI QIDQ541588
List of research outcomes
| 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
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Raoul Pietersz
