Damien Lamberton

Identifiers

• name variant Damien Lamberton 0.60 · backfill

Papers (4)

1. Properties of the American price function in the Heston-type models math.PR · 2019 · author #1
2. Exercise Boundary of the American Put Near Maturity in an Exponential L\'evy Model q-fin.PR · 2011 · author #1
3. A duality approach for the weak approximation of stochastic differential equations math.PR · 2006 · author #3
4. When can the two-armed bandit algorithm be trusted? math.PR · 2004 · author #1

Mentions

• 1105.0284 #1 · backfill · confidence 0.70 Damien Lamberton

Frequent Coauthors

• Arturo Kohatsu-Higa 1 shared papers
• Emmanuelle Cl\'ement 1 shared papers
• Gilles Pages 1 shared papers
• Giulia Terenzi 1 shared papers
• Mohammed Mikou 1 shared papers
• Pierre Tarres 1 shared papers