J. P. de Kort
From MaRDI portal
Person:5879354
Available identifiers
zbMath Open de-kort.j-pMaRDI QIDQ5879354
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| The Impact of Stochastic Volatility on Initial Margin and MVA for Interest Rate Derivatives | 2023-02-28 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: J. P. de Kort