Access Statistics for Raoul Pietersz
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Comparison of Single Factor Markov-Functional and Multi Factor Market Models | 0 | 0 | 0 | 158 | 0 | 0 | 0 | 437 |
| A Comparison of Single Factor Markov-functional and Multi Factor Market Models | 0 | 0 | 0 | 506 | 0 | 1 | 1 | 984 |
| Efficient Rank Reduction of Correlation Matrices | 0 | 0 | 0 | 104 | 0 | 0 | 0 | 387 |
| Efficient Rank Reduction of Correlation Matrices | 0 | 0 | 0 | 246 | 0 | 0 | 0 | 850 |
| Fast drift approximated pricing in the BGM model | 0 | 0 | 0 | 711 | 0 | 1 | 1 | 1,745 |
| Generic Market Models | 0 | 0 | 0 | 469 | 0 | 0 | 0 | 1,532 |
| Generic Market Models | 1 | 1 | 1 | 157 | 1 | 1 | 1 | 539 |
| Rank Reduction of Correlation Matrices by Majorization | 0 | 0 | 0 | 225 | 0 | 1 | 2 | 659 |
| Rank reduction of correlation matrices by majorization | 0 | 0 | 0 | 28 | 0 | 2 | 2 | 122 |
| Risk Managing Bermudan Swaptions in the Libor BGM Model | 0 | 0 | 0 | 867 | 1 | 3 | 4 | 2,101 |
| Risk managing bermudan swaptions in the libor BGM model | 0 | 0 | 0 | 37 | 0 | 1 | 1 | 152 |
| Total Working Papers | 1 | 1 | 1 | 3,508 | 2 | 10 | 12 | 9,508 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A comparison of single factor Markov-functional and multi factor market models | 0 | 0 | 1 | 30 | 0 | 0 | 2 | 124 |
| Generic market models | 0 | 0 | 1 | 34 | 0 | 0 | 1 | 142 |
| Rank reduction of correlation matrices by majorization | 0 | 0 | 0 | 7 | 0 | 1 | 1 | 49 |
| Total Journal Articles | 0 | 0 | 2 | 71 | 0 | 1 | 4 | 315 |
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