C. D. de Graaf

Most-cited papers

1. UvA-DARE (Digital Academic Repository) Efficient Computation of Exposure Profiles for Counterparty Credit Risk

   C. D. de Graaf, Qian Feng, D. Kandhai, C. Oosterlee

   201429 citations

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2. Efficient Estimation of Sensitivities for Counterparty Credit Risk with the Finite Difference Monte-Carlo Method

   C. D. de Graaf, D. Kandhai, P. Sloot

   201613 citations Open access

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3. Efficient Computation of Exposure Profiles for Counterparty Credit Risk

   C. D. de Graaf, Q. Feng, D. Kandhai, C. W. Oosterlee

   201412 citations Open access

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4. Efficient exposure computation by risk factor decomposition

   C. D. de Graaf, D. Kandhai, C. Reisinger

   201611 citations Open access

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5. Smile and default: the role of stochastic volatility and interest rates in counterparty credit risk

   S. Simaitis, C. D. de Graaf, N. Hári, D. Kandhai

   201611 citations Open access

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6. Between ℙ and ℚ: The ℙℚ Measure for Pricing in Asset Liability Management

   Marcel van Dijk, C. D. de Graaf, C. Oosterlee

   2018Journal of Risk and Financial Management6 citations Open access

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7. Between P and Q : The P Q Measure for Pricing in Asset Liability Management

   Marcel van Dijk, C. D. de Graaf, C. Oosterlee

   20184 citations

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8. Local excitations and magnetism in late transition metal oxides

   C. D. de Graaf

   19984 citations

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9. Over het varkenscoccidium (Eimeria deBliecki Douwes): een bijdrage tot de morphologie en de verspreiding in Nederland

   C. D. de Graaf

   3 citations

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10. Efficient PDE based numerical estimation of credit and liquidity risk measures for realistic derivative portfolios

    C. D. de Graaf

    20162 citations

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11. Efficient Computation of Exposure Profiles for Counterparty Credit Risk

    C. D. de Graaf, QianFeng, D. Kandhai, W.Oosterlee

    2 citations

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12. Efficient exposure computation by risk factor decomposition

    C. D. de Graaf, D. Kandhai, C. Reisinger

    1 citations

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13. UvA-DARE ( Digital Academic Repository ) Smile and Default : The Role of Stochastic Volatility and Interest Rates in Counterparty Credit

    S. Simaitis, C. D. de Graaf, N. Hári, D. Kandhai

    20170 citations

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14. UvA-DARE ( Digital Academic Repository ) Smile and Default : The Role of Stochastic Volatility and Interest Rates in Counterparty

    S. Simaitis, C. D. de Graaf, N. Hári, D. Kandhai

    20170 citations

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15. UvA-DARE (Digital Academic Repository) Efficient Estimation of Sensitivities for Counterparty Credit Risk with the Finite Difference Monte Carlo Method

    C. D. de Graaf, D. Kandhai, A. PeterM., Sloot

    20140 citations

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16. Kunstmatige zoetstoffen en de regulatie van eetlust.

    C. D. de Graaf

    19910 citations

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17. Post mortem changes in muscle and so-called ripening (autolysis) of meat.

    C. D. de Graaf

    19400 citations

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18. Cystieercosis in Sheep.

    C. D. de Graaf

    19360 citations

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19. Een en ander oner de cysticercosis bij het schaap

    C. D. de Graaf

    19360 citations

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