Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance. - Hatem Ben Ameur; Pierre L'Ecuyer; Christiane Lemieux (WSC, 1999)

A Dynamic Programming Procedure for Pricing American-Style Asian Options. - Hatem Ben Ameur; Michèle Breton; Pierre L'Ecuyer (Manag. Sci., 2002)

Combination of General Antithetic Transformations and Control Variables. - Hatem Ben Ameur; Pierre L'Ecuyer; Christiane Lemieux (Math. Oper. Res., 2004)

A dynamic programming approach to price installment options. - Hatem Ben Ameur; Michèle Breton; Pascal François (Eur. J. Oper. Res., 2006)

Dynamic Programming Approach for Valuing Options in the GARCH Model. - Hatem Ben Ameur; Michèle Breton; Juan-Manuel Martinez (Manag. Sci., 2009)

Portfolio insurance: Gap risk under conditional multiples. - Hatem Ben Ameur; Jean-Luc Prigent (Eur. J. Oper. Res., 2014)

Preface: Risk management decisions and wealth management in Financial Economics. - Hatem Ben Ameur; Ephraim Clark; André de Palma; Jean-Luc Prigent (Ann. Oper. Res., 2018)

Risk management of time varying floors for dynamic portfolio insurance. - Hatem Ben Ameur; Jean-Luc Prigent (Eur. J. Oper. Res., 2018)