The following pages link to Damien Lamberton (Q388887):
Displaying 45 items.
- On the optimal stopping of a one-dimensional diffusion (Q388889) (← links)
- Recursive computation of the invariant distribution of a diffusion (Q701663) (← links)
- Optimal stopping with irregular reward functions (Q734634) (← links)
- Variational inequalities and the pricing of American options (Q751451) (← links)
- A duality approach for the weak approximation of stochastic differential equations (Q862201) (← links)
- Sur l'approximation des réduites. (On the approximation of residues) (Q917159) (← links)
- A penalized bandit algorithm (Q1039016) (← links)
- Equations d'évolution linéaires associées à des semi-groupes de contractions dans les espaces \(L^ p\). (Evolution equations associated to contraction semigroups in \(L^ p\) spaces) (Q1089894) (← links)
- Error estimates for the binomial approximation of American put options (Q1296626) (← links)
- Critical price near maturity for an American option on a dividend-paying stock. (Q1413692) (← links)
- An analysis of a least squares regression method for American option pricing (Q1424693) (← links)
- (Q1601760) (redirect page) (← links)
- Brownian optimal stopping and random walks (Q1601761) (← links)
- Residual risks and hedging strategies in Markovian markets (Q1812724) (← links)
- When can the two-armed bandit algorithm be trusted? (Q1879915) (← links)
- Exercise boundary of the American put near maturity in an exponential Lévy model (Q1945046) (← links)
- On the binomial approximation of the American put (Q2198165) (← links)
- The critical price for the American put in an exponential Lévy model (Q2271721) (← links)
- Optimal stopping and embedding (Q2725312) (← links)
- Local risk-minimization under transaction costs (Q2757552) (← links)
- The critical price of the American put near maturity in the jump diffusion model (Q2808186) (← links)
- Connecting discrete and continuous lookback or hindsight options in exponential Lévy models (Q3111060) (← links)
- (Q3317541) (← links)
- How Fast Is the Bandit? (Q3506304) (← links)
- (Q3527684) (← links)
- (Q3681345) (← links)
- (Q3684677) (← links)
- (Q3699465) (← links)
- (Q3782288) (← links)
- (Q3790764) (← links)
- (Q3821110) (← links)
- Quelques Remarques Sur La Regularite L<sup>p</sup> Du Semi–Groupe De Stokes (Q3989237) (← links)
- (Q4002884) (← links)
- (Q4229805) (← links)
- Hedging Index Options With Few Assets<sup>1</sup> (Q4371998) (← links)
- Convergence of the Critical Price In the Approximation of American Options (Q4372008) (← links)
- RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT (Q4467388) (← links)
- (Q4711792) (← links)
- (Q4848526) (← links)
- (Q4865494) (← links)
- Variational Formulation of American Option Prices in the Heston Model (Q5227407) (← links)
- Continuity Correction for Barrier Options in Jump-Diffusion Models (Q5388688) (← links)
- The Smooth-Fit Property in an Exponential Lévy Model (Q5388745) (← links)
- EUROPEAN OPTIONS SENSITIVITY WITH RESPECT TO THE CORRELATION FOR MULTIDIMENSIONAL HESTON MODELS (Q5420695) (← links)
- (Q5754578) (← links)
