Items where Author is "Benhamou, Eric"

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Benhamou, Eric (2000) Pricing convexity adjustment with Wiener chaos. Financial Markets Group Discussion Papers (351). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Benhamou, Eric (2000) A generalisation of Malliavin weighted scheme for fast computation of the Greeks. Financial Markets Group Discussion Papers (350). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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