A dual approach to multiple exercise option problems under constraints. - Nikolay Aleksandrov; Ben M. Hambly (Math. Methods Oper. Res., 2010)

Stochastic Evolution Equations in Portfolio Credit Modelling. - N. Bush; Ben M. Hambly; Helen Haworth; L. Jin; Christoph Reisinger (SIAM J. Financial Math., 2011)

Monte Carlo methods via a dual approach for some discrete time stochastic control problems. - Lajos Gergely Gyurkó; Ben M. Hambly; Jan Hendrik Witte (Math. Methods Oper. Res., 2015)

Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models. - Ben M. Hambly; Nikolaos Kolliopoulos (SIAM J. Financial Math., 2017)

Erratum: Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models. - Ben M. Hambly; Nikolaos Kolliopoulos (SIAM J. Financial Math., 2019)

Recent Advances in Reinforcement Learning in Finance. - Ben M. Hambly; Renyuan Xu; Huining Yang (CoRR, 2021)

Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon. - Ben M. Hambly; Renyuan Xu; Huining Yang (SIAM J. Control. Optim., 2021)

A probabilistic model for interfaces in a martensitic phase transition. - Pierluigi Cesana; Ben M. Hambly (J. Appl. Probab., 2022)

Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games. - Ben M. Hambly; Renyuan Xu; Huining Yang (J. Mach. Learn. Res., 2023)