Access Statistics for Eric Benhamou

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A 2 DIMENSIONAL PDE FOR DISCRETE ASIAN OPTIONS	0	0	1	2,458	0	0	20	5,166
A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks	0	0	0	307	0	0	7	640
A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks	1	1	1	411	1	1	8	684
A Martingale Result for Convexity Adjustment in the Black Pricing Model	0	0	3	2,503	0	2	19	4,587
A market model for inflation	0	1	4	1,274	0	2	25	2,655
AAMDRL: Augmented Asset Management with Deep Reinforcement Learning	0	0	0	13	0	1	6	41
Bridging the gap between Markowitz planning and deep reinforcement learning	0	0	0	23	0	3	12	74
Connecting Sharpe ratio and Student t-statistic, and beyond	0	0	0	9	0	0	9	82
Connecting Sharpe ratio and Student t-statistic, and beyond	0	1	1	36	0	2	23	83
Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning	0	0	0	6	0	0	8	25
Expansion formulas for European options in a local volatility model	0	0	0	50	0	1	15	183
Fast Fourier Transform for discrete Asian Options	0	0	0	965	1	1	18	1,714
Incremental Sharpe and other performance ratios	0	0	1	8	0	0	11	34
Incremental Sharpe and other performance ratios	0	0	0	8	0	2	8	23
Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets	0	0	1	76	0	1	19	81
Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets	0	1	3	47	0	6	28	95
Omega and Sharpe ratio	0	0	0	9	0	0	15	43
Omega and Sharpe ratio	0	0	3	26	0	5	64	162
On the Competition Between ECNs, Stock Markets and Market Makers	0	0	0	551	1	1	12	1,841
Option pricing with Levy Process	0	0	4	3,830	0	6	24	7,116
Pricing Convexity Adjustment with Wiener Chaos	0	0	0	1,611	0	1	7	3,381
Smart Monte Carlo: Various tricks using Malliavin calculus	0	0	0	1,010	0	2	14	1,750
Smart expansion and fast calibration for jump diffusion	0	0	0	14	0	0	7	60
Smart expansion and fast calibration for jump diffusion	0	0	0	39	0	0	7	167
Testing Sharpe ratio: luck or skill?	0	0	0	93	0	2	16	79
Testing Sharpe ratio: luck or skill?	0	0	0	24	0	0	8	45
Time your hedge with Deep Reinforcement Learning	0	0	0	6	1	1	11	37
Trade Selection with Supervised Learning and OCA	0	0	0	6	0	1	10	36
Trend without hiccups: a Kalman filter approach	0	1	3	17	1	3	26	75
Total Working Papers	1	5	25	15,430	5	44	457	30,959

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Analytical formulas for a local volatility model with stochastic rates	0	0	0	10	0	2	15	74
EXPANSION FORMULAS FOR EUROPEAN OPTIONS IN A LOCAL VOLATILITY MODEL	0	1	1	4	0	1	13	28
Incremental Sharpe and other performance ratios	0	0	0	9	0	2	8	61
Optimal Malliavin Weighting Function for the Computation of the Greeks	0	0	2	65	0	0	12	130
Small dimension PDE for discrete Asian options	0	0	0	90	0	0	7	246
Small dimension PDE for discrete Asian options	0	0	0	4	0	2	13	66
Smart Monte Carlo: various tricks using Malliavin calculus	0	0	1	6	1	2	11	49
Smart expansion and fast calibration for jump diffusions	0	0	0	14	1	1	6	72
T-statistic for Autoregressive process	0	0	0	6	1	1	15	52
Total Journal Articles	0	1	4	208	3	11	100	778

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

LogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07