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	1	20	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	0	3	2,503	0	6	19	4,587
A market model for inflation	0	1	4	1,274	0	3	25	2,655
AAMDRL: Augmented Asset Management with Deep Reinforcement Learning	0	0	0	13	0	1	7	41
Bridging the gap between Markowitz planning and deep reinforcement learning	0	0	0	23	2	7	13	74
Connecting Sharpe ratio and Student t-statistic, and beyond	0	1	2	36	1	7	24	83
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	1	5	15	183
Fast Fourier Transform for discrete Asian Options	0	0	0	965	0	4	18	1,713
Incremental Sharpe and other performance ratios	0	0	0	8	1	5	8	23
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	1	3	47	5	11	28	95
Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets	0	0	1	76	0	7	20	81
Omega and Sharpe ratio	0	0	0	9	0	5	16	43
Omega and Sharpe ratio	0	1	4	26	3	11	66	162
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	5	3,830	4	7	25	7,116
Pricing Convexity Adjustment with Wiener Chaos	0	0	0	1,611	1	3	8	3,381
Smart Monte Carlo: Various tricks using Malliavin calculus	0	0	0	1,010	1	6	14	1,750
Smart expansion and fast calibration for jump diffusion	0	0	0	39	0	3	7	167
Smart expansion and fast calibration for jump diffusion	0	0	0	14	0	1	8	60
Testing Sharpe ratio: luck or skill?	0	0	0	93	1	2	17	79
Testing Sharpe ratio: luck or skill?	0	0	0	24	0	2	9	45
Time your hedge with Deep Reinforcement Learning	0	0	0	6	0	0	11	36
Trade Selection with Supervised Learning and OCA	0	0	0	6	1	1	10	36
Trend without hiccups: a Kalman filter approach	1	1	3	17	2	4	25	74
Total Working Papers	1	5	27	15,429	23	113	467	30,954

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	4	15	74
EXPANSION FORMULAS FOR EUROPEAN OPTIONS IN A LOCAL VOLATILITY MODEL	1	1	1	4	1	4	13	28
Incremental Sharpe and other performance ratios	0	0	0	9	2	2	8	61
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	2	3	13	66
Smart Monte Carlo: various tricks using Malliavin calculus	0	0	1	6	1	2	10	48
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	1	2	4	208	6	20	97	775

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Statistics updated 2026-07-10