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 1 1 81 0 1 2 261
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model 0 0 0 32 1 1 1 114
Credit Derivative Evaluation and CVA under the Benchmark Approach 0 0 0 88 0 0 0 211
Exact Simulation of the 3/2 Model 0 0 0 17 0 0 0 59
Liability Driven Investments under a Benchmark Based Approach 0 0 1 66 0 0 2 176
Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition 0 0 0 12 0 0 0 56
Quasi-Monte Carlo methods for the Heston model 0 0 0 35 1 1 6 170
Quasi-Monte Carol Methods for the Heston Model 0 0 0 33 0 0 1 124
Total Working Papers 0 1 2 417 2 3 12 1,354


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 2 64 0 1 5 267
Total Journal Articles 0 0 2 64 0 1 5 267


Statistics updated 2024-05-04