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	1	2	2	90
Computing Functionals of Multidimensional Diffusions via Monte Carlo Methods	0	0	0	32	2	4	4	99
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 Plus Jumps Model	0	0	0	81	2	7	13	279
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model	0	0	0	32	1	4	6	121
Credit Derivative Evaluation and CVA under the Benchmark Approach	0	0	0	88	0	1	3	215
Exact Simulation of the 3/2 Model	0	0	2	20	1	8	11	71
Liability Driven Investments under a Benchmark Based Approach	0	0	2	69	1	2	5	182
Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition	0	0	0	12	1	1	1	58
Quasi-Monte Carlo methods for the Heston model	0	0	0	37	2	5	11	185
Quasi-Monte Carol Methods for the Heston Model	0	0	0	34	0	3	4	129
Total Working Papers	0	0	4	426	11	37	60	1,429

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	2	4	6	276
Total Journal Articles	0	0	0	65	2	4	6	276

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Statistics updated 2026-01-09