J. de Kort
From MaRDI portal
Person:5879354
Available identifiers
zbMath Open de-kort.j-pMaRDI QIDQ5879354
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 |
|---|---|---|
| The Impact of Stochastic Volatility on Initial Margin and MVA for Interest Rate Derivatives | 2023-02-28 | Paper |
| Term structure extrapolation and asymptotic forward rates | 2016-05-12 | Paper |
Research outcomes over time
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