Eric Benhamou

2003

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 6 researchers here, as inferred from the citation graph.

Whom Eric Benhamou trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Emmanuel Gobet

Who trusts Eric Benhamou overall

  1. Shakir Mohamed
  2. Nan Chen
  3. Mihaela Rosca
  4. Paul Glasserman
  5. Michael Figurnov
  6. Andriy Mnih

Papers from Eric Benhamou's perspective

Ordered by how strongly the researchers Eric Benhamou trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Computation of Greeks for Barrier and Lookback Options Using Malliavin Calculus
  2. A numerical scheme for BSDEs
  3. Path regularity for solutions of backward stochastic differential equations
  4. DONSKER-TYPE THEOREM FOR BSDES
  5. Numberical Method for Backward Stochastic Differential Equations
  6. Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
  7. Valuing American Options by Simulation: A Simple Least-Squares Approach
  8. Forward-Backward Stochastic Differential Equations and their Applications
  9. A Forward-Backward Stochastic Algorithm For Quasi-Linear PDEs
  10. A DISCRETE VALUATION OF SWING OPTIONS

Their papers