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ORCIDHatem Ben Ameur
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2010 – 2019
- 2018
[j7]Hatem Ben Ameur, Ephraim Clark, André de Palma, Jean-Luc Prigent
:
Preface: Risk management decisions and wealth management in Financial Economics. Ann. Oper. Res. 262(2): 239-240 (2018)- [j6]Hatem Ben Ameur, Jean-Luc Prigent:
Risk management of time varying floors for dynamic portfolio insurance. Eur. J. Oper. Res. 269(1): 363-381 (2018) - 2014
- [j5]Hatem Ben Ameur, Jean-Luc Prigent:
Portfolio insurance: Gap risk under conditional multiples. Eur. J. Oper. Res. 236(1): 238-253 (2014)
2000 – 2009
- 2009
- [j4]Hatem Ben Ameur, Michèle Breton, Juan-Manuel Martinez:
Dynamic Programming Approach for Valuing Options in the GARCH Model. Manag. Sci. 55(2): 252-266 (2009) - 2006
- [j3]Hatem Ben Ameur, Michèle Breton, Pascal François:
A dynamic programming approach to price installment options. Eur. J. Oper. Res. 169(2): 667-676 (2006) - 2004
- [j2]Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux:
Combination of General Antithetic Transformations and Control Variables. Math. Oper. Res. 29(4): 946-960 (2004) - 2002
- [j1]Hatem Ben Ameur, Michèle Breton, Pierre L'Ecuyer:
A Dynamic Programming Procedure for Pricing American-Style Asian Options. Manag. Sci. 48(5): 625-643 (2002)
1990 – 1999
- 1999
- [c1]Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux:
Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance. WSC 1999: 336-343
Coauthor Index
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