3 papers
q-fin.PR2025
Building Trust in Illiquid Markets: an AI-Powered Replication of Private Equity Funds
E. Benhamou, JJ. Ohana, B. Guez +2
In response to growing demand for resilient and transparent financial instruments, we introduce a novel framework for replicating private equity (PE) performance using liquid, AI-e…
q-fin.TR2025
PEARL: Private Equity Accessibility Reimagined with Liquidity
E. Benhamou, JJ. Ohana, B. Guez +2
In this work, we introduce PEARL (Private Equity Accessibility Reimagined with Liquidity), an AI-powered framework designed to replicate and decode private equity funds using liqui…
q-fin.PR2007
Smart expansion and fast calibration for jump diffusion
Eric Benhamou, Emmanuel Gobet, Mohammed Miri
Using Malliavin calculus techniques, we derive an analytical formula for the price of European options, for any model including local volatility and Poisson jump process. We show t…