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Raoul Pietersz · Study

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Raoul Pietersz

2 works· latest 2004· 1 institutionscluster: provisional

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i102

Citations102

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Most cited in this library

Pricing Models for Bermudan-style Interest Rate Derivatives2001 · 60 citations
Fast drift-approximated pricing in the BGM model2004 · 42 citations

Works

2 shown

Fast drift-approximated pricing in the BGM model

The Journal of Computational Finance·2004·3 authors·Open access

42citations

Pricing Models for Bermudan-style Interest Rate Derivatives

EUR Research Repository (Erasmus University Rotterdam)·2001·1 author·thesis·Open access

60citations