Cookies?
Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Benhamou, Eric"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Monograph
Number of items: 2.

Monograph

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.

This list was generated on Tue May 28 04:14:22 2024 BST.