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	0	0	0	88
Computing Functionals of Multidimensional Diffusions via Monte Carlo Methods	0	0	0	32	0	0	1	95
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 Plus Jumps Model	0	0	1	80	0	1	4	259
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model	0	0	0	32	0	0	0	113
Credit Derivative Evaluation and CVA under the Benchmark Approach	0	1	2	88	0	1	2	211
Exact Simulation of the 3/2 Model	0	0	0	17	0	0	1	59
Liability Driven Investments under a Benchmark Based Approach	0	1	2	65	0	1	2	174
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	4	35	1	2	8	164
Quasi-Monte Carol Methods for the Heston Model	0	0	0	33	0	0	3	123
Total Working Papers	0	2	9	415	1	5	21	1,342

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	2	62	1	3	11	262
Total Journal Articles	0	1	2	62	1	3	11	262

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Statistics updated 2023-05-07