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 1 2 5 93
Computing Functionals of Multidimensional Diffusions via Monte Carlo Methods 0 1 1 33 1 3 10 105
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 Plus Jumps Model 0 0 0 81 3 5 25 293
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model 0 0 0 32 3 3 14 129
Credit Derivative Evaluation and CVA under the Benchmark Approach 0 0 0 88 2 3 8 220
Exact Simulation of the 3/2 Model 0 1 3 21 3 4 18 78
Liability Driven Investments under a Benchmark Based Approach 0 0 0 69 1 2 7 187
Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition 0 0 0 12 1 2 4 61
Quasi-Monte Carlo methods for the Heston model 0 0 0 37 3 4 13 189
Quasi-Monte Carol Methods for the Heston Model 0 0 0 34 1 1 7 132
Total Working Papers 0 2 4 428 19 29 111 1,487

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 6 9 18 289
Total Journal Articles 0 0 0 65 6 9 18 289

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Statistics updated 2026-05-06