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 3 7 95
Computing Functionals of Multidimensional Diffusions via Monte Carlo Methods 0 0 1 33 0 2 11 106
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 Plus Jumps Model 0 0 0 81 3 8 27 298
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model 0 0 0 32 0 3 13 129
Credit Derivative Evaluation and CVA under the Benchmark Approach 0 0 0 88 0 2 6 220
Exact Simulation of the 3/2 Model 0 0 2 21 1 4 18 79
Liability Driven Investments under a Benchmark Based Approach 0 0 0 69 1 2 8 188
Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition 0 0 0 12 1 2 5 62
Quasi-Monte Carlo methods for the Heston model 0 1 1 38 0 4 12 190
Quasi-Monte Carol Methods for the Heston Model 0 0 0 34 1 2 8 133
Total Working Papers 0 1 4 429 7 32 115 1,500

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 1 7 18 290
Total Journal Articles 0 0 0 65 1 7 18 290

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Statistics updated 2026-07-10