Access Statistics for Nicola Bruti-Liberati

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 Hardware Generator of Multi-point Distributed Random Numbers for Monte Carlo Simulation 0 0 0 134 0 2 6 588
Alternative Defaultable Term Structure Models 0 0 0 87 1 2 2 192
Approximation of Jump Diffusions in Finance and Economics 0 0 1 368 0 0 5 713
On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance 0 0 0 139 0 0 1 403
On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance 0 0 0 143 0 1 2 327
On the Strong Approximation of Jump-Diffusion Processes 2 3 6 365 2 3 16 742
On the Strong Approximation of Pure Jump Processes 0 0 0 192 0 1 3 411
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 0 0 3 234 0 1 5 882
Strong Predictor-Corrector Euler Methods for Stochastic Differential Equations 0 0 0 222 1 1 2 644
Total Working Papers 2 3 10 1,884 4 11 42 4,902


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A hardware generator of multi-point distributed random numbers for Monte Carlo simulation 0 0 0 0 0 0 3 23
Alternative Defaultable Term Structure Models 0 0 0 1 0 0 2 19
Approximation of jump diffusions in finance and economics 0 0 0 59 0 0 4 180
First Order Strong Approximations of Jump Diffusions 0 0 0 4 0 0 1 25
Real-world jump-diffusion term structure models 0 0 2 48 0 0 2 152
Total Journal Articles 0 0 2 112 0 0 12 399


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Numerical Solution of Stochastic Differential Equations with Jumps in Finance 1 4 14 29 5 12 47 83
Total Books 1 4 14 29 5 12 47 83


Statistics updated 2022-01-05