The following pages link to Eric Benhamou (Q951410):
Displayed 13 items.
- Small dimension PDE for discrete Asian options (Q951412) (← links)
- Smart expansion and fast calibration for jump diffusions (Q964692) (← links)
- Analytical formulas for a local volatility model with stochastic rates (Q2893202) (← links)
- Time Dependent Heston Model (Q3563695) (← links)
- EXPANSION FORMULAS FOR EUROPEAN OPTIONS IN A LOCAL VOLATILITY MODEL (Q3580186) (← links)
- Optimal Malliavin Weighting Function for the Computation of the Greeks (Q4409036) (← links)
- Smart Monte Carlo: various tricks using Malliavin calculus (Q4646793) (← links)
- Seven proofs of the Pearson Chi-squared independence test and its graphical interpretation (Q6305889) (← links)
- A few properties of sample variance (Q6306546) (← links)
- T-statistic for Autoregressive process (Q6306572) (← links)
- Gram Charlier and Edgeworth expansion for sample variance (Q6306886) (← links)
- Three remarkable properties of the Normal distribution (Q6307643) (← links)
- Operator norm upper bound for sub-Gaussian tailed random matrices (Q6311559) (← links)