Browsing byAuthorBaldeaux, J
Showing results 1 to 11 of 11
Issue Date | Title | Author(s) |
2013-12-01 | Computing Functionals of Square Root and Wishart Processes Under the Benchmark Approach via Exact Simulation | Baldeaux, J; Platen, E |
2015-09-07 | Credit Derivative Evaluation and CVA Under the Benchmark Approach | Baldeaux, J; Platen, E |
2018 | Detecting money market bubbles | Baldeaux, J; Ignatieva, K; Platen, E |
2012-03-01 | Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules | Baldeaux, J; Dick, J; Leobacher, G; Nuyens, D; Pillichshammer, F |
2013-01-01 | Functionals of multidimensional diffusions with applications to Finance | Baldeaux, J; Platen, E |
2015-01-01 | A Hybrid Model for Pricing and Hedging of Long-dated Bonds | Baldeaux, J; Fung, MC; Ignatieva, K; Platen, E |
2015-04-01 | Pricing currency derivatives under the benchmark approach | Baldeaux, J; Grasselli, M; Platen, E |
2008 | Quasi-Monte Carlo for finance beyond Black-Scholes | Baldeaux, J; Chang, J. L. C. et al |
2011 | Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach | Baldeaux, J; Chan, LL; Platen, E; William McLean and Anthony John Roberts |
2010-12-01 | Quasi-Monte carlo methods for derivatives on realised variance of an index under the benchmark approach | Baldeaux, J; Chan, L; Platen, E |
2014-01-01 | A tractable model for indices approximating the growth optimal portfolio | Baldeaux, J; Ignatieva, K; Platen, E |