Damien Lamberton
Finance and Stochastics · 2002–2007
A researcher in the Science corpus: 5 papers; trusts 2 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Whom Damien Lamberton trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Damien Lamberton overall
- Zenghu Li
- Alain Oliviero Durmus
- René A. Carmona
- Arnak S. Dalalyan
- Robin Pemantle
- Eric Moulines
- Xiaoyue Li
- Umut Simsekli
- Bruno Bouchard
Papers from Damien Lamberton's perspective
Ordered by how strongly the researchers Damien Lamberton trusts endorse each paper. Same corpus, a different order for every researcher.
- Nonconvergence to Unstable Points in Urn Models and Stochastic Approximations
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- Discrete Parameter Martingales
- Learning Automata - A Survey
- [A Statistical View of Some Chemometrics Regression Tools]: Discussion
- Regression Shrinkage and Selection via the Lasso
- Bagging Predictors
- Generalized Linear Models
- Controlling the false discovery rate: a practical and powerful approach to multiple testing
- Applied Functional Data Analysis: Methods and Case Studies
Their papers
- An analysis of a least squares regression method for American option pricing (2002) — 360 citations
- When can the two-armed bandit algorithm be trusted? (2004) — 47 citations
- Introduction to Stochastic Calculus Applied to Finance (2007) — 380 citations
- Critical price near maturity for an American option on a dividend-paying stock (2003) — 56 citations
- RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT (2003) — 87 citations