Access Statistics for Jan Baldeaux

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 Tractable Model for Indices Approximating the Growth Optimal Portfolio 0 0 0 21 0 0 0 88
Computing Functionals of Multidimensional Diffusions via Monte Carlo Methods 0 0 0 32 0 0 0 95
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 Plus Jumps Model 0 0 0 81 0 3 9 271
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model 0 0 0 32 0 1 2 116
Credit Derivative Evaluation and CVA under the Benchmark Approach 0 0 0 88 1 2 2 214
Exact Simulation of the 3/2 Model 1 1 2 19 1 1 2 61
Liability Driven Investments under a Benchmark Based Approach 0 0 3 69 0 0 4 180
Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition 0 0 0 12 0 0 1 57
Quasi-Monte Carlo methods for the Heston model 0 0 2 37 0 2 8 178
Quasi-Monte Carol Methods for the Heston Model 0 0 1 34 0 0 1 125
Total Working Papers 1 1 8 425 2 9 29 1,385


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Static Replication of Forward-Start Claims and Realized Variance Swaps 0 0 0 65 0 1 4 272
Total Journal Articles 0 0 0 65 0 1 4 272


Statistics updated 2025-07-04