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 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
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


Statistics updated 2021-01-03