Damien LAMBERTON
- Fiche
- Publications
| Nom: |
LAMBERTON
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| Prénom: |
Damien
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| Site: | UGE | |
| Bureau: | 4B 024 | |
| Téléphone: | +33 1 60 95 75 36 | |
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| Équipe de recherche: | ||
| Courriel: |
damien.lamberton@univ-eiffel.fr
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A probabilistic approach to continuous differentiability of optimal stopping boundaries
auteurTiziano de Angelis, Damien LambertonE 3 (2026)
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Variational formulation of American option prices in the Heston Model
auteurDamien Lamberton, Giulia TerenziS 1 (2019) 2
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Properties of the American price function in the Heston-type models
auteurDamien Lamberton, Giulia Terenzi(2019)
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On the binomial approximation of the American put
auteurDamien LambertonA (2018)
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The critical price of the American put near maturity in the jump diffusion model
auteurAych Bouselmi, Damien LambertonS 7 (2016) 2
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European Options Sensitivity with Respect to the Correlation for Multidimensional Heston Models
auteurLokman Abbas-Turki, Damien LambertonI 1 (2014) D
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On the Optimal Stopping of a One-dimensional Diffusion
auteurDamien Lamberton, Mihail ZervosE 1 (2013) 1
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Exercise Boundary of the American Put Near Maturity in an Exponential Lévy Model
auteurDamien Lamberton, Mohammed MikouF 1 (2012) 3
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The smooth-fit property in an exponential Lévy model
auteurDamien Lamberton, Mohammed MikouJ 4 (2012) 1
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Continuity correction for barrier options in jump-diffusion models
auteurEl Hadj Aly Dia, Damien LambertonS 2 (2011) 8
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Connecting discrete and continuous lookback or hindsight options in exponential Lévy models
auteurEl Hadj Aly Dia, Damien LambertonA 4 (2011) 1
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Optimal stopping with irregular reward functions
auteurDamien LambertonS 1 (2009) 3
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The critical price for the American put in an exponential Levy model
auteurDamien Lamberton, Mohammed MikouF 1 (2008) 5
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A penalized bandit algorithm
auteurDamien Lamberton, Gilles PagèsE 1 (2008) 3
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How fast is the bandit?
auteurDamien Lamberton, Gilles PagèsS 2 (2008) 6
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A duality approach for the weak approximation of stochastic differential equations
auteurEmmanuelle Clement, Arturo Kohatsu-Higa, Damien LambertonT 1 (2006) 1
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Brownian optimal stopping and random walks
auteurDamien LambertonA 4 (2002) 2
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Optimal stopping and embedding
auteurDamien Lamberton, Lcg RogersJ 3 (2000) 1
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Error estimates for the binomial approximation of American put options
auteurDamien LambertonT 8 (1998) 2
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Local risk-minimization under transaction costs
auteurDamien Lamberton, H Pham, M SchweizerM 2 (1998) 5
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Variational inequalities and the pricing of American options
auteurPatrick Jaillet, Damien Lamberton, Bernard LapeyreA 2 (1990) 2
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Residual risks and hedging strategies in Markovian markets
auteurNicolas Bouleau, Damien LambertonS 3 (1989) 1
