Access Statistics for Eric Benhamou
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 2 DIMENSIONAL PDE FOR DISCRETE ASIAN OPTIONS | 23 | 69 | 230 | 1,686 | 43 | 134 | 528 | 3,359 |
| A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks | 1 | 3 | 22 | 371 | 2 | 7 | 49 | 575 |
| A Martingale Result for Convexity Adjustment in the Black Pricing Model | 17 | 56 | 266 | 2,147 | 36 | 100 | 523 | 3,776 |
| Option pricing with Levy Process | 23 | 87 | 411 | 2,975 | 38 | 174 | 764 | 5,256 |
| Smart Monte Carlo: Various tricks using Malliavin calculus | 6 | 13 | 105 | 844 | 13 | 32 | 215 | 1,256 |
| Total Working Papers | 70 | 228 | 1,034 | 8,023 | 132 | 447 | 2,079 | 14,222 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Small dimension PDE for discrete Asian options | 0 | 0 | 3 | 62 | 1 | 2 | 9 | 134 |
| Total Journal Articles | 0 | 0 | 3 | 62 | 1 | 2 | 9 | 134 |
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