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 2 7 268
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model 0 0 0 32 0 0 1 115
Credit Derivative Evaluation and CVA under the Benchmark Approach 0 0 0 88 0 0 1 212
Exact Simulation of the 3/2 Model 0 0 1 18 0 0 1 60
Liability Driven Investments under a Benchmark Based Approach 0 2 3 69 0 2 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 6 176
Quasi-Monte Carol Methods for the Heston Model 0 0 1 34 0 0 1 125
Total Working Papers 0 2 7 424 0 6 22 1,376


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 1 65 0 1 4 271
Total Journal Articles 0 0 1 65 0 1 4 271


Statistics updated 2025-05-12