Pricing barrier and American options under the SABR model on the graphics processing unit. - Yu Tian; Zili Zhu; Fima C. Klebaner; Kais Hamza (Concurr. Comput. Pract. Exp., 2012)

Pricing window barrier options with a hybrid stochastic-local volatility model. - Yu Tian; Zili Zhu; Geoffrey Lee; Thomas Lo; Fima C. Klebaner; Kais Hamza (CIFEr, 2014)

How did we get here? - Kais Hamza; Fima C. Klebaner (J. Appl. Probab., 2014)

When "Better" is better than "Best". - Ben Amiet; Andrea Collevecchio; Kais Hamza (Oper. Res. Lett., 2021)