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 3 4 92
Computing Functionals of Multidimensional Diffusions via Monte Carlo Methods 0 0 0 32 0 5 7 102
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 Plus Jumps Model 0 0 0 81 2 13 23 290
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model 0 0 0 32 0 6 11 126
Credit Derivative Evaluation and CVA under the Benchmark Approach 0 0 0 88 0 2 5 217
Exact Simulation of the 3/2 Model 1 1 3 21 1 5 15 75
Liability Driven Investments under a Benchmark Based Approach 0 0 0 69 1 5 6 186
Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition 0 0 0 12 0 2 2 59
Quasi-Monte Carlo methods for the Heston model 0 0 0 37 1 3 10 186
Quasi-Monte Carol Methods for the Heston Model 0 0 0 34 0 2 6 131
Total Working Papers 1 1 3 427 6 46 89 1,464

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 10 281
Total Journal Articles 0 0 0 65 1 7 10 281

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Statistics updated 2026-03-04