Raoul Pietersz : Citation Profile


Are you Raoul Pietersz?

Erasmus Universiteit Rotterdam
Erasmus Universiteit Rotterdam

4

H index

1

i10 index

30

Citations

RESEARCH PRODUCTION:

3

Articles

11

Papers

RESEARCH ACTIVITY:

   7 years (2003 - 2010). See details.
   Cites by year: 4
   Journals where Raoul Pietersz has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 8 (21.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi79
   Updated: 2022-01-23    RAS profile: 2020-02-17    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Raoul Pietersz.

Is cited by:

Mishra, Sudhanshu (5)

Scaillet, Olivier (3)

Galluccio, Stefano (3)

Joshi, Mark (2)

Soubeyran, Antoine (1)

Pelsser, Antoon (1)

Fries, Christian (1)

Hochreiter, Ronald (1)

Bolte, Jérôme (1)

Cites to:

Pelsser, Antoon (5)

Groenen, Patrick (4)

Sandmann, Klaus (4)

Jamshidian, Farshid (4)

Joshi, Mark (2)

de Jong, Frank (2)

Longstaff, Francis (2)

Driessen, Joost (2)

Schlogl, Erik (1)

Jarrow, Robert (1)

Merener, Nicolas (1)

Main data


Where Raoul Pietersz has published?


Working Papers Series with more than one paper published# docs
Finance / University Library of Munich, Germany6
ERIM Report Series Research in Management / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam3
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2

Recent works citing Raoul Pietersz (2021 and 2020)


YearTitle of citing document

Works by Raoul Pietersz:


YearTitleTypeCited
2004Rank reduction of correlation matrices by majorization In: Econometric Institute Research Papers.
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paper11
2004Rank reduction of correlation matrices by majorization.(2004) In: Quantitative Finance.
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This paper has another version. Agregated cites: 11
article
2005Rank Reduction of Correlation Matrices by Majorization.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2003Risk managing bermudan swaptions in the libor BGM model In: Econometric Institute Research Papers.
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paper0
2005Risk Managing Bermudan Swaptions in the Libor BGM Model.(2005) In: Finance.
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This paper has another version. Agregated cites: 0
paper
2005Generic Market Models In: ERIM Report Series Research in Management.
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paper5
2006Generic market models.(2006) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2005Generic Market Models.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2005A Comparison of Single Factor Markov-Functional and Multi Factor Market Models In: ERIM Report Series Research in Management.
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paper0
2010A comparison of single factor Markov-functional and multi factor market models.(2010) In: Review of Derivatives Research.
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This paper has another version. Agregated cites: 0
article
2005A Comparison of Single Factor Markov-functional and Multi Factor Market Models.(2005) In: Finance.
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This paper has another version. Agregated cites: 0
paper
2005Efficient Rank Reduction of Correlation Matrices In: ERIM Report Series Research in Management.
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paper8
2005Efficient Rank Reduction of Correlation Matrices.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2005Fast drift approximated pricing in the BGM model In: Finance.
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paper6

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