Raoul Pietersz

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Efficient Rank Reduction of Correlation Matrices

Igor Grubisic, Raoul Pietersz, 2007 .

Efficient Rank Reduction of Correlation Matrices

Igor Grubisic, Raoul Pietersz, 2004, cond-mat/0403477.

Rank Reduction of Correlation Matrices by Majorization

P. Groenen, Raoul Pietersz, 2004 .

Generic Market Models 1

Raoul Pietersz, 2005 .

A comparison of single factor Markov-functional and multi factor market models

Raoul Pietersz, A. Pelsser, 2005 .

Pricing Models for Bermudan-style Interest Rate Derivatives

Raoul Pietersz, 2001 .

Rank reduction of correlation matrices by majorization

P. Groenen, Raoul Pietersz, Raoul Pietersz 4, 2004 .

Risk Managing Bermudan Swaptions in the Libor BGM Model

Raoul Pietersz, A. Pelsser, 2003 .

E-cient Rank Reduction of Correlation

Igor Grubisic, Raoul Pietersz, 2003 .

Risk-Managing Bermudan Swaptions in a LIBOR Model

Raoul Pietersz, A. Pelsser, 2004 .

Fast Drift Approximated Pricing in the Bgm Model

Antoon Pelsser, Raoul Pietersz, Raoul Pietersz, 2003 .