Hatem Ben Ameur

According to our database1, Hatem Ben Ameur authored at least 8 papers between 1999 and 2018.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2018
Risk management of time varying floors for dynamic portfolio insurance.
Eur. J. Oper. Res., 2018

Preface: Risk management decisions and wealth management in Financial Economics.
Annals OR, 2018

2014
Portfolio insurance: Gap risk under conditional multiples.
Eur. J. Oper. Res., 2014

2009
Dynamic Programming Approach for Valuing Options in the GARCH Model.
Manag. Sci., 2009

2006
A dynamic programming approach to price installment options.
Eur. J. Oper. Res., 2006

2004
Combination of General Antithetic Transformations and Control Variables.
Math. Oper. Res., 2004

2002
A Dynamic Programming Procedure for Pricing American-Style Asian Options.
Manag. Sci., 2002

1999
Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance.
Proceedings of the 31st conference on Winter simulation: Simulation, 1999


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