Access Statistics for Christina Nikitopoulos-Sklibosios
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 Class of Jump-Diffusion Bond Pricing Models within the HJM Framework | 0 | 5 | 34 | 249 | 7 | 22 | 98 | 512 |
| A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps | 2 | 4 | 38 | 349 | 14 | 35 | 173 | 998 |
| A Markovian Defaultable Term Structure Model with State Dependent Volatilities | 0 | 0 | 4 | 159 | 1 | 3 | 24 | 380 |
| Alternative Defaultable Term Structure Models | 3 | 5 | 27 | 27 | 5 | 13 | 48 | 48 |
| An Implementation of the Shirakawa Jump-Diffusion Term Structure Model | 0 | 0 | 0 | 1 | 1 | 3 | 8 | 192 |
| Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models | 2 | 12 | 48 | 132 | 11 | 37 | 178 | 421 |
| Total Working Papers | 7 | 26 | 151 | 917 | 39 | 113 | 529 | 2,551 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework | 0 | 3 | 11 | 108 | 2 | 13 | 32 | 281 |
| A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps | 0 | 0 | 3 | 21 | 0 | 2 | 31 | 103 |
| A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES | 2 | 2 | 5 | 6 | 2 | 2 | 15 | 18 |
| Total Journal Articles | 2 | 5 | 19 | 135 | 4 | 17 | 78 | 402 |
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