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 | 4 | 14 | 134 | 5 | 10 | 39 | 316 |
| A Comparison of Single Factor Markov-functional and Multi Factor Market Models | 0 | 1 | 23 | 476 | 1 | 3 | 45 | 835 |
| Efficient Rank Reduction of Correlation Matrices | 0 | 1 | 8 | 93 | 1 | 7 | 38 | 283 |
| Efficient Rank Reduction of Correlation Matrices | 4 | 7 | 18 | 193 | 6 | 15 | 74 | 605 |
| Fast drift approximated pricing in the BGM model | 3 | 9 | 49 | 652 | 7 | 16 | 123 | 1,523 |
| Generic Market Models | 0 | 1 | 8 | 130 | 8 | 19 | 60 | 383 |
| Generic Market Models | 0 | 2 | 15 | 444 | 2 | 8 | 78 | 1,408 |
| Rank Reduction of Correlation Matrices by Majorization | 2 | 6 | 26 | 188 | 3 | 9 | 62 | 481 |
| Risk Managing Bermudan Swaptions in the Libor BGM Model | 1 | 3 | 42 | 820 | 2 | 11 | 104 | 1,864 |
| Total Working Papers | 12 | 34 | 203 | 3,130 | 35 | 98 | 623 | 7,698 |
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