Damien Lamberton

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Publications

Citations

1.5K

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Active since

1989

Affiliations

Laboratoire d’Analyse et de Mathématiques Appliquées(Current)

Centre National de la Recherche Scientifique

Université Paris-Est Créteil

Paris-Est Sup

Laboratoire de Probabilités et Modèles Aléatoires

Damien Lamberton is an author at Laboratoire d’Analyse et de Mathématiques Appliquées specializing in stochastic processes, financial economics, and finance.

Publications per year

1989–2019

Publications

Variational inequalities and the pricing of American options

Patrick Jaillet, Damien Lamberton, Bernard Lapeyre · Acta Applicandae Mathematicae · 1990 · 433 citations

Business, Finance, Mathematics +14

An analysis of a least squares regression method for American option pricing

Emmanuelle Clément, Damien Lamberton, Philip Protter · Finance and Stochastics · 2002 · 358 citations

Business, Economics, Finance +11

Residual risks and hedging strategies in Markovian markets

Nicolas Bouleau, Damien Lamberton · Stochastic Processes and their Applications · 1989 · 89 citations · Full text

Management, Finance, Financial Management +12

Error estimates for the binomial approximation of American put options

Damien Lamberton · The Annals of Applied Probability · 1998 · 69 citations · Full text

Business, Economics, Finance +16

Recursive computation of the invariant distribution of a diffusion

Damien Lamberton, Gilles Pagès · Bernoulli · 2002 · 66 citations

Engineering, Computer Science, Mathematics +13

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