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	3	2,458	4	12	22	5,164
A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks	0	0	0	307	1	3	7	640
A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks	0	0	0	410	1	3	8	683
A Martingale Result for Convexity Adjustment in the Black Pricing Model	1	1	4	2,502	2	7	14	4,579
A market model for inflation	1	1	3	1,273	3	9	22	2,648
AAMDRL: Augmented Asset Management with Deep Reinforcement Learning	0	0	1	13	1	4	8	39
Bridging the gap between Markowitz planning and deep reinforcement learning	0	0	0	23	1	1	10	67
Connecting Sharpe ratio and Student t-statistic, and beyond	0	0	0	9	1	4	7	78
Connecting Sharpe ratio and Student t-statistic, and beyond	0	0	1	35	4	14	16	74
Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning	0	0	0	6	0	3	7	23
Expansion formulas for European options in a local volatility model	0	0	0	50	1	5	10	178
Fast Fourier Transform for discrete Asian Options	0	0	0	965	0	2	13	1,708
Incremental Sharpe and other performance ratios	0	0	1	8	1	8	9	32
Incremental Sharpe and other performance ratios	0	0	0	8	1	2	3	18
Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets	1	1	1	76	3	7	12	71
Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets	1	2	3	46	5	14	17	81
Omega and Sharpe ratio	1	1	3	25	6	32	50	142
Omega and Sharpe ratio	0	0	0	9	1	4	10	37
On the Competition Between ECNs, Stock Markets and Market Makers	0	0	0	551	2	5	8	1,837
Option pricing with Levy Process	1	3	8	3,830	1	9	20	7,108
Pricing Convexity Adjustment with Wiener Chaos	0	0	0	1,611	0	3	4	3,377
Smart Monte Carlo: Various tricks using Malliavin calculus	0	0	0	1,010	2	8	10	1,744
Smart expansion and fast calibration for jump diffusion	0	0	0	39	1	2	4	164
Smart expansion and fast calibration for jump diffusion	0	0	0	14	1	5	9	59
Testing Sharpe ratio: luck or skill?	0	0	0	93	0	13	16	76
Testing Sharpe ratio: luck or skill?	0	0	0	24	2	5	7	42
Time your hedge with Deep Reinforcement Learning	0	0	1	6	0	5	7	31
Trade Selection with Supervised Learning and OCA	0	0	0	6	0	3	7	32
Trend without hiccups: a Kalman filter approach	0	0	2	15	3	15	22	68
Total Working Papers	6	9	31	15,422	48	207	359	30,800

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	1	10	12	70
EXPANSION FORMULAS FOR EUROPEAN OPTIONS IN A LOCAL VOLATILITY MODEL	0	0	1	3	0	4	8	22
Incremental Sharpe and other performance ratios	0	0	0	9	0	3	7	59
Optimal Malliavin Weighting Function for the Computation of the Greeks	0	1	1	64	1	10	10	128
Small dimension PDE for discrete Asian options	0	0	0	4	0	4	10	63
Small dimension PDE for discrete Asian options	0	0	0	90	0	4	6	245
Smart Monte Carlo: various tricks using Malliavin calculus	0	0	1	6	1	3	8	44
Smart expansion and fast calibration for jump diffusions	0	0	0	14	2	3	4	69
T-statistic for Autoregressive process	0	0	0	6	2	13	15	51
Total Journal Articles	0	1	3	206	7	54	80	751

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Statistics updated 2026-03-04