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 3 13 121 7 13 75 420
Alternative Defaultable Term Structure Models 3 5 27 27 5 13 48 48
Approximation of Jump Diffusions in Finance and Economics 4 11 39 281 11 24 83 500
On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance 3 3 20 114 6 9 51 263
On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance 0 1 13 121 2 4 32 258
On the Strong Approximation of Jump-Diffusion Processes 4 10 42 258 8 20 80 483
On the Strong Approximation of Pure Jump Processes 4 6 27 142 8 16 68 277
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 2 12 48 132 11 37 178 421
Strong Predictor-Corrector Euler Methods for Stochastic Differential Equations 1 13 54 77 8 35 171 215
Total Working Papers 22 64 283 1,273 66 171 786 2,885


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 1 9 31 2 4 18 99
Total Journal Articles 1 1 9 31 2 4 18 99


Statistics updated 2009-11-04