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	1	6	22	5,166
A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks	0	0	0	410	0	1	8	683
A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks	0	0	0	307	0	1	7	640
A Martingale Result for Convexity Adjustment in the Black Pricing Model	0	2	4	2,503	4	8	19	4,585
A market model for inflation	0	1	3	1,273	1	8	24	2,653
AAMDRL: Augmented Asset Management with Deep Reinforcement Learning	0	0	1	13	0	2	8	40
Bridging the gap between Markowitz planning and deep reinforcement learning	0	0	0	23	4	5	12	71
Connecting Sharpe ratio and Student t-statistic, and beyond	0	0	0	9	4	5	10	82
Connecting Sharpe ratio and Student t-statistic, and beyond	0	0	1	35	5	11	23	81
Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning	0	0	0	6	2	2	9	25
Expansion formulas for European options in a local volatility model	0	0	0	50	4	5	14	182
Fast Fourier Transform for discrete Asian Options	0	0	0	965	4	5	18	1,713
Incremental Sharpe and other performance ratios	0	0	1	8	2	3	11	34
Incremental Sharpe and other performance ratios	0	0	0	8	3	4	6	21
Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets	0	1	1	76	6	12	20	80
Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets	0	1	3	46	5	13	24	89
Omega and Sharpe ratio	1	2	4	26	6	21	63	157
Omega and Sharpe ratio	0	0	0	9	5	7	16	43
On the Competition Between ECNs, Stock Markets and Market Makers	0	0	0	551	3	5	11	1,840
Option pricing with Levy Process	0	1	7	3,830	1	3	21	7,110
Pricing Convexity Adjustment with Wiener Chaos	0	0	0	1,611	2	3	7	3,380
Smart Monte Carlo: Various tricks using Malliavin calculus	0	0	0	1,010	4	6	13	1,748
Smart expansion and fast calibration for jump diffusion	0	0	0	39	3	4	7	167
Smart expansion and fast calibration for jump diffusion	0	0	0	14	1	2	8	60
Testing Sharpe ratio: luck or skill?	0	0	0	24	2	5	9	45
Testing Sharpe ratio: luck or skill?	0	0	0	93	0	1	15	77
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	2	7	24	72
Total Working Papers	1	9	31	15,425	74	163	450	30,915

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	3	13	72
EXPANSION FORMULAS FOR EUROPEAN OPTIONS IN A LOCAL VOLATILITY MODEL	0	0	0	3	3	5	12	27
Incremental Sharpe and other performance ratios	0	0	0	9	0	0	7	59
Optimal Malliavin Weighting Function for the Computation of the Greeks	1	1	2	65	2	3	12	130
Small dimension PDE for discrete Asian options	0	0	0	4	1	1	11	64
Small dimension PDE for discrete Asian options	0	0	0	90	1	1	7	246
Smart Monte Carlo: various tricks using Malliavin calculus	0	0	1	6	1	4	11	47
Smart expansion and fast calibration for jump diffusions	0	0	0	14	2	4	5	71
T-statistic for Autoregressive process	0	0	0	6	0	2	14	51
Total Journal Articles	1	1	3	207	12	23	92	767

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Statistics updated 2026-05-06