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 2 9 97
Computing Functionals of Multidimensional Diffusions via Monte Carlo Methods 0 0 1 33 0 1 12 107
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 Plus Jumps Model 0 0 0 81 2 6 32 304
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model 0 0 0 32 0 1 13 130
Credit Derivative Evaluation and CVA under the Benchmark Approach 0 0 0 88 1 1 7 221
Exact Simulation of the 3/2 Model 0 0 1 21 1 2 18 81
Liability Driven Investments under a Benchmark Based Approach 0 0 0 69 0 0 8 188
Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition 0 0 0 12 1 1 6 63
Quasi-Monte Carlo methods for the Heston model 0 0 1 38 0 1 11 191
Quasi-Monte Carol Methods for the Heston Model 0 0 0 34 0 0 7 133
Total Working Papers 0 0 3 429 6 15 123 1,515

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 0 65 0 2 20 292
Total Journal Articles 0 0 0 65 0 2 20 292

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Statistics updated 2026-10-11