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 1 4 586
Alternative Defaultable Term Structure Models 0 0 0 87 0 0 0 190
Approximation of Jump Diffusions in Finance and Economics 1 1 1 368 1 1 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 0 2 326
On the Strong Approximation of Jump-Diffusion Processes 1 2 3 362 1 3 14 739
On the Strong Approximation of Pure Jump Processes 0 0 0 192 0 2 2 410
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 0 0 3 234 0 0 5 881
Strong Predictor-Corrector Euler Methods for Stochastic Differential Equations 0 0 1 222 0 0 4 643
Total Working Papers 2 3 8 1,881 2 7 37 4,891


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 1 3 23
Alternative Defaultable Term Structure Models 0 0 0 1 0 1 2 19
Approximation of jump diffusions in finance and economics 0 0 0 59 0 1 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 3 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 13 25 3 8 51 71
Total Books 1 4 13 25 3 8 51 71


Statistics updated 2021-10-04