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	2	2,458	0	2	22	5,166
A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks	0	0	0	410	0	0	7	683
A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks	0	0	0	307	0	0	7	640
A Martingale Result for Convexity Adjustment in the Black Pricing Model	0	1	4	2,503	2	8	21	4,587
A market model for inflation	1	1	4	1,274	2	7	25	2,655
AAMDRL: Augmented Asset Management with Deep Reinforcement Learning	0	0	1	13	1	2	8	41
Bridging the gap between Markowitz planning and deep reinforcement learning	0	0	0	23	1	5	13	72
Connecting Sharpe ratio and Student t-statistic, and beyond	1	1	2	36	1	8	24	82
Connecting Sharpe ratio and Student t-statistic, and beyond	0	0	0	9	0	4	9	82
Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning	0	0	0	6	0	2	9	25
Expansion formulas for European options in a local volatility model	0	0	0	50	0	4	14	182
Fast Fourier Transform for discrete Asian Options	0	0	0	965	0	5	18	1,713
Incremental Sharpe and other performance ratios	0	0	0	8	1	4	7	22
Incremental Sharpe and other performance ratios	0	0	1	8	0	2	11	34
Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets	0	0	1	76	1	10	20	81
Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets	1	1	3	47	1	9	24	90
Omega and Sharpe ratio	0	1	4	26	2	17	63	159
Omega and Sharpe ratio	0	0	0	9	0	6	16	43
On the Competition Between ECNs, Stock Markets and Market Makers	0	0	0	551	0	3	11	1,840
Option pricing with Levy Process	0	0	6	3,830	2	4	22	7,112
Pricing Convexity Adjustment with Wiener Chaos	0	0	0	1,611	0	3	7	3,380
Smart Monte Carlo: Various tricks using Malliavin calculus	0	0	0	1,010	1	5	13	1,749
Smart expansion and fast calibration for jump diffusion	0	0	0	14	0	1	8	60
Smart expansion and fast calibration for jump diffusion	0	0	0	39	0	3	7	167
Testing Sharpe ratio: luck or skill?	0	0	0	24	0	3	9	45
Testing Sharpe ratio: luck or skill?	0	0	0	93	1	2	16	78
Time your hedge with Deep Reinforcement Learning	0	0	1	6	0	5	12	36
Trade Selection with Supervised Learning and OCA	0	0	0	6	0	3	9	35
Trend without hiccups: a Kalman filter approach	0	1	3	16	0	4	24	72
Total Working Papers	3	6	32	15,428	16	131	456	30,931

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	2	4	15	74
EXPANSION FORMULAS FOR EUROPEAN OPTIONS IN A LOCAL VOLATILITY MODEL	0	0	0	3	0	5	12	27
Incremental Sharpe and other performance ratios	0	0	0	9	0	0	6	59
Optimal Malliavin Weighting Function for the Computation of the Greeks	0	1	2	65	0	2	12	130
Small dimension PDE for discrete Asian options	0	0	0	90	0	1	7	246
Small dimension PDE for discrete Asian options	0	0	0	4	0	1	11	64
Smart Monte Carlo: various tricks using Malliavin calculus	0	0	1	6	0	3	9	47
Smart expansion and fast calibration for jump diffusions	0	0	0	14	0	2	5	71
T-statistic for Autoregressive process	0	0	0	6	0	0	14	51
Total Journal Articles	0	1	3	207	2	18	91	769

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Statistics updated 2026-06-04