Access Statistics for Nicola Bruti-Liberati

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Hardware Generator of Multi-point Distributed Random Numbers for Monte Carlo Simulation 1 1 15 115 7 19 90 401
Alternative Defaultable Term Structure Models 3 8 19 19 5 18 27 27
Approximation of Jump Diffusions in Finance and Economics 3 11 46 267 7 21 97 469
On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance 1 6 23 109 6 17 65 251
On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance 0 3 19 120 3 9 44 253
On the Strong Approximation of Jump-Diffusion Processes 7 20 46 246 11 34 93 459
On the Strong Approximation of Pure Jump Processes 1 6 26 133 4 19 65 255
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 3 15 56 116 11 56 202 375
Strong Predictor-Corrector Euler Methods for Stochastic Differential Equations 3 8 59 59 14 49 171 171
Total Working Papers 22 78 309 1,184 68 242 854 2,661


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximation of jump diffusions in finance and economics 1 2 10 29 2 4 30 93
Total Journal Articles 1 2 10 29 2 4 30 93


Statistics updated 2009-07-03