| Time dependent Heston model E Benhamou, E Gobet, M Miri SIAM Journal on Financial Mathematics 1 (1), 289-325, 2010 | 207 | 2010 |
| Fast Fourier transform for discrete Asian options E Benhamou Journal of Computational Finance 6 (1), 49-68, 2002 | 114 | 2002 |
| Smart expansion and fast calibration for jump diffusions E Benhamou, E Gobet, M Miri Finance and stochastics 13 (4), 563-589, 2009 | 100 | 2009 |
| A market model for inflation N Belgrade, E Benhamou, E Koehler | 68 | 2004 |
| Optimal Malliavin weighting function for the computation of the Greeks E Benhamou Mathematical Finance: An International Journal of Mathematics, Statistics …, 2003 | 65 | 2003 |
| Expansion formulas for European options in a local volatility model E Benhamou, E Gobet, M Miri International Journal of Theoretical and Applied Finance 13 (04), 603-634, 2010 | 59 | 2010 |
| Explainable AI (XAI) models applied to the multi-agent environment of financial markets JJ Ohana, S Ohana, E Benhamou, D Saltiel, B Guez Explainable and Transparent AI and Multi-Agent Systems: Third International …, 2021 | 53 | 2021 |
| Smart Monte Carlo: various tricks using Malliavincalculus E Benhamou Quantitative finance 2 (5), 329, 2002 | 43 | 2002 |
| Multilevel internetworking gateways: Architecture and applications E Benhamou, J Estrin Computer 16 (09), 27-34, 1983 | 37 | 1983 |
| Deep Reinforcement Learning (DRL) for portfolio allocation E Benhamou, D Saltiel, JJ Ohana, J Atif, R Laraki The European Conference on Machine Learning and Principles and Practice of …, 2020 | 32 | 2020 |
| Integrating bridges and routers in a large internetwork EA Benhamou IEEE Network 2 (1), 65-71, 1988 | 32 | 1988 |
| Analytical formulas for a local volatility model with stochastic rates E Benhamou, E Gobet, M Miri Quantitative finance 12 (2), 185-198, 2012 | 30 | 2012 |
| Bridging the gap between Markowitz planning and deep reinforcement learning E Benhamou, D Saltiel, S Ungari, A Mukhopadhyay arXiv preprint arXiv:2010.09108, 2020 | 29 | 2020 |
| Pricing convexity adjustment with Wiener chaos E Benhamou Financial Markets Group, The London School of Economics and Political Science, 2000 | 29 | 2000 |
| Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning E Benhamou, D Saltiel, JJ Ohana, J Atif 2020 25th International Conference on Pattern Recognition (ICPR), 10050-10057, 2021 | 28 | 2021 |
| On the competition between ECNs, stock markets and market makers E Benhamou, T Serval International Conference on Electronic Commerce and Web Technologies, 291-300, 2000 | 27 | 2000 |
| Stochastic interest rates for local volatility hybrids models E Benhamou, A Rivoira, A Gruz Available at SSRN 1107711, 2008 | 26 | 2008 |
| Seven proofs of the Pearson Chi-squared independence test and its graphical interpretation E Benhamou, V Melot arXiv preprint arXiv:1808.09171, 2018 | 25 | 2018 |
| Small dimension PDE for discrete Asian options E Benhamou, A Duguet Journal of Economic Dynamics and Control 27 (11-12), 2095-2114, 2003 | 25 | 2003 |
| An application of malliavin calculus to continuous time asian options greeks E Benhamou SSRN, 2001 | 24 | 2001 |
Emmanuel GobetEcole PolytechniqueVerified email at polytechnique.edu
