Divergences in real-time classical field theories at nonzero temperature G Aarts, BJ Nauta, CG van Weert Physical Review D 61 (10), 105002, 2000 | 22 | 2000 |
Real-time propagator for high temperature dimensional reduction BJ Nauta, CG van Weert Physics Letters B 444 (3-4), 463-468, 1998 | 15 | 1998 |
Counterterms for linear divergences in real-time classical gauge theories at high temperature BJ Nauta Nuclear Physics B 575 (1-2), 383-396, 2000 | 8 | 2000 |
Asymmetric Chern–Simons number diffusion from CP-violation BJ Nauta, A Arrizabalaga Nuclear Physics B 635 (1-2), 255-285, 2002 | 7 | 2002 |
Liquidity Risk, instead of Funding Costs, leads to a Valuation Adjustment for Derivatives and other Assets BJ Nauta International Journal of Theoretical and Applied Finance 18 (02), 1550014, 2015 | 6 | 2015 |
On funding costs and the valuation of derivatives BJ Nauta Available at SSRN 2143979, 2012 | 5 | 2012 |
Effect of CP-violation on the sphaleron rate BJ Nauta Physics Letters B 478 (1-3), 275-279, 2000 | 4 | 2000 |
Real time dimensional reduction for SU(N) gauge theories at high temperature BJ Nauta, CG van Weert Arxiv preprint hep-ph/9901213, 0 | 4 | |
Internal Valuation of Assets with Liquidity Risk BJ Nauta The Journal of Derivatives 24 (3), 70-83, 2017 | 3 | 2017 |
FVA and Liquidity Risk BJ Nauta Available at SSRN 2373147, 2013 | 3 | 2013 |
A model for the valuation of assets with liquidity risk BJ Nauta Journal of Risk 20 (2), 2017 | 2 | 2017 |
Valuation of illiquid assets on bank balance sheets BJ Nauta Available at SSRN 2242539, 2015 | 2 | 2015 |
On asymmetric Chern-Simons number diffusion BJ Nauta Strong and Electroweak Matter 2002, 437-441, 2003 | 2 | 2003 |
Double effect: multiple interest rate curve bootstrapping J Spoor University of Twente, 2013 | 1 | 2013 |
Transversality of the logarithmic divergences in the classical finite temperature SU (N) self-energy A Arrizabalaga, BJ Nauta, CG van Weert Physics Letters B 491 (1-2), 214-218, 2000 | 1 | 2000 |
Multi-Curve Discounting BJ Nauta | | 2018 |
Liquidity Risk Management in Europe: Baseline Basel III Pillar 2 by Dutch ILAAP E Olieslagers, BJ Nauta, A Kalsbeek | | 2013 |
Effective classical theory for real-time SU (N) gauge theories at high temperature BJ Nauta, CG van Weert Nuclear Physics B 571 (1-2), 151-168, 2000 | | 2000 |
Counterterms for linear divergences in classical real-time gauge theories at high temperatures BJ Nauta Nuclear Physics B 575, 2000 | | 2000 |
Real-Time Dimensional Reduction in Thermal Field Theory BJ Nauta, C van Weert arXiv preprint hep-ph/9809378, 1998 | | 1998 |