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	1	5	87
Computing Functionals of Multidimensional Diffusions via Monte Carlo Methods	0	0	1	32	0	0	2	90
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 Plus Jumps Model	0	1	5	78	3	4	12	243
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model	0	0	0	32	0	1	4	105
Credit Derivative Evaluation and CVA under the Benchmark Approach	0	1	1	85	0	2	9	207
Exact Simulation of the 3/2 Model	0	0	2	17	0	0	5	56
Liability Driven Investments under a Benchmark Based Approach	0	1	1	62	0	2	8	168
Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition	0	0	0	11	0	1	4	53
Quasi-Monte Carlo methods for the Heston model	0	0	1	28	0	2	4	145
Quasi-Monte Carol Methods for the Heston Model	0	0	3	33	0	0	8	116
Total Working Papers	0	3	14	399	4	13	61	1,270

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	1	1	57	0	2	3	238
Total Journal Articles	0	1	1	57	0	2	3	238

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Statistics updated 2021-01-03