Access Statistics for Jan Baldeaux

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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
Journal Article	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

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Statistics updated 2025-07-04