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	2	22	5,168
A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks	0	0	0	307	0	1	7	641
A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks	0	1	1	411	1	2	9	685
A Martingale Result for Convexity Adjustment in the Black Pricing Model	0	0	2	2,503	1	2	18	4,589
A market model for inflation	1	3	6	1,277	2	6	30	2,661
AAMDRL: Augmented Asset Management with Deep Reinforcement Learning	0	0	0	13	0	1	7	42
Bridging the gap between Markowitz planning and deep reinforcement learning	0	0	0	23	0	1	11	75
Connecting Sharpe ratio and Student t-statistic, and beyond	0	0	0	9	0	2	10	84
Connecting Sharpe ratio and Student t-statistic, and beyond	0	0	1	36	1	2	25	85
Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning	0	0	0	6	1	2	10	27
Expansion formulas for European options in a local volatility model	0	0	0	50	1	2	16	185
Fast Fourier Transform for discrete Asian Options	0	0	0	965	1	2	19	1,715
Incremental Sharpe and other performance ratios	0	0	0	8	0	0	8	23
Incremental Sharpe and other performance ratios	0	0	0	8	0	0	10	34
Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets	0	0	1	76	1	1	20	82
Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets	0	0	3	47	0	0	28	95
Omega and Sharpe ratio	0	0	2	26	1	1	57	163
Omega and Sharpe ratio	0	0	0	9	1	1	15	44
On the Competition Between ECNs, Stock Markets and Market Makers	0	0	0	551	1	2	12	1,842
Option pricing with Levy Process	0	0	3	3,830	1	1	24	7,117
Pricing Convexity Adjustment with Wiener Chaos	0	0	0	1,611	0	1	8	3,382
Smart Monte Carlo: Various tricks using Malliavin calculus	0	0	0	1,010	2	5	19	1,755
Smart expansion and fast calibration for jump diffusion	0	0	0	14	1	2	9	62
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	0	16	79
Testing Sharpe ratio: luck or skill?	0	0	0	24	0	1	9	46
Time your hedge with Deep Reinforcement Learning	0	0	0	6	0	3	13	39
Trade Selection with Supervised Learning and OCA	0	0	0	6	0	2	11	38
Trend without hiccups: a Kalman filter approach	0	0	3	17	0	2	24	76
Total Working Papers	1	4	23	15,433	17	47	472	31,001

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	1	15	75
EXPANSION FORMULAS FOR EUROPEAN OPTIONS IN A LOCAL VOLATILITY MODEL	0	0	1	4	1	1	14	29
Incremental Sharpe and other performance ratios	0	0	0	9	0	0	7	61
Optimal Malliavin Weighting Function for the Computation of the Greeks	0	0	2	65	0	1	13	131
Small dimension PDE for discrete Asian options	0	0	0	90	0	0	7	246
Small dimension PDE for discrete Asian options	0	0	0	4	0	0	13	66
Smart Monte Carlo: various tricks using Malliavin calculus	0	0	1	6	1	2	12	50
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	3	16	54
Total Journal Articles	0	0	4	208	3	9	103	784

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Statistics updated 2026-10-11