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	1	1	21	5,167
A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks	0	0	0	307	1	1	8	641
A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks	0	1	1	411	0	1	8	684
A Martingale Result for Convexity Adjustment in the Black Pricing Model	0	0	3	2,503	1	1	19	4,588
A market model for inflation	2	2	6	1,276	4	4	29	2,659
AAMDRL: Augmented Asset Management with Deep Reinforcement Learning	0	0	0	13	1	1	7	42
Bridging the gap between Markowitz planning and deep reinforcement learning	0	0	0	23	1	3	12	75
Connecting Sharpe ratio and Student t-statistic, and beyond	0	0	0	9	2	2	11	84
Connecting Sharpe ratio and Student t-statistic, and beyond	0	0	1	36	1	2	24	84
Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning	0	0	0	6	1	1	9	26
Expansion formulas for European options in a local volatility model	0	0	0	50	1	2	15	184
Fast Fourier Transform for discrete Asian Options	0	0	0	965	0	1	18	1,714
Incremental Sharpe and other performance ratios	0	0	0	8	0	1	8	23
Incremental Sharpe and other performance ratios	0	0	1	8	0	0	11	34
Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets	0	0	1	76	0	0	19	81
Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets	0	0	3	47	0	5	28	95
Omega and Sharpe ratio	0	0	3	26	0	3	61	162
Omega and Sharpe ratio	0	0	0	9	0	0	15	43
On the Competition Between ECNs, Stock Markets and Market Makers	0	0	0	551	0	1	11	1,841
Option pricing with Levy Process	0	0	3	3,830	0	4	23	7,116
Pricing Convexity Adjustment with Wiener Chaos	0	0	0	1,611	1	2	8	3,382
Smart Monte Carlo: Various tricks using Malliavin calculus	0	0	0	1,010	3	4	17	1,753
Smart expansion and fast calibration for jump diffusion	0	0	0	14	1	1	8	61
Smart expansion and fast calibration for jump diffusion	0	0	0	39	0	0	5	167
Testing Sharpe ratio: luck or skill?	0	0	0	93	0	1	16	79
Testing Sharpe ratio: luck or skill?	0	0	0	24	1	1	9	46
Time your hedge with Deep Reinforcement Learning	0	0	0	6	2	3	13	39
Trade Selection with Supervised Learning and OCA	0	0	0	6	2	3	12	38
Trend without hiccups: a Kalman filter approach	0	1	3	17	1	4	25	76
Total Working Papers	2	4	26	15,432	25	53	470	30,984

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	1	15	75
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	7	61
Optimal Malliavin Weighting Function for the Computation of the Greeks	0	0	2	65	1	1	13	131
Small dimension PDE for discrete Asian options	0	0	0	4	0	2	13	66
Small dimension PDE for discrete Asian options	0	0	0	90	0	0	7	246
Smart Monte Carlo: various tricks using Malliavin calculus	0	0	1	6	0	2	11	49
Smart expansion and fast calibration for jump diffusions	0	0	0	14	0	1	6	72
T-statistic for Autoregressive process	0	0	0	6	1	2	15	53
Total Journal Articles	0	1	4	208	3	12	100	781

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Statistics updated 2026-09-10