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 | 2 | 5 | 13 | 130 | 6 | 11 | 36 | 304 |
| A Comparison of Single Factor Markov-functional and Multi Factor Market Models | 3 | 4 | 40 | 475 | 3 | 4 | 71 | 832 |
| Efficient Rank Reduction of Correlation Matrices | 1 | 1 | 15 | 92 | 2 | 5 | 46 | 274 |
| Efficient Rank Reduction of Correlation Matrices | 1 | 4 | 16 | 184 | 6 | 15 | 77 | 585 |
| Fast drift approximated pricing in the BGM model | 7 | 12 | 50 | 639 | 12 | 37 | 133 | 1,497 |
| Generic Market Models | 1 | 2 | 7 | 126 | 2 | 6 | 52 | 355 |
| Generic Market Models | 1 | 5 | 22 | 440 | 7 | 20 | 101 | 1,392 |
| Rank Reduction of Correlation Matrices by Majorization | 4 | 9 | 22 | 179 | 9 | 18 | 74 | 466 |
| Risk Managing Bermudan Swaptions in the Libor BGM Model | 4 | 12 | 47 | 811 | 8 | 29 | 117 | 1,842 |
| Total Working Papers | 24 | 54 | 232 | 3,076 | 55 | 145 | 707 | 7,547 |
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