Damien Lamberton (LAMA)

Identifiers

• name variant Damien Lamberton (LAMA) 0.60 · backfill

Papers (5)

1. On the Optimal Stopping of a One-dimensional Diffusion math.PR · 2012 · author #1
2. Continuity correction for barrier options in jump-diffusion models math.PR · 2010 · author #2
3. Connecting discrete and continuous lookback or hindsight options in exponential L\'evy models q-fin.CP · 2010 · author #2
4. A penalized bandit algorithm math.PR · 2005 · author #1
5. How fast is the bandit? math.PR · 2005 · author #1

Mentions

• 1207.5491 #1 · backfill · confidence 0.70 Damien Lamberton (LAMA)
• 1012.3882 #2 · backfill · confidence 0.70 Damien Lamberton (LAMA)
• 1009.4884 #2 · backfill · confidence 0.70 Damien Lamberton (LAMA)

Frequent Coauthors

• El Hadj Aly Dia (LAMA) 2 shared papers
• Gilles Pag\`es (PMA) 2 shared papers
• Mihail Zervos 1 shared papers