Hatem Ben Ameur

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

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2018

Risk management of time varying floors for dynamic portfolio insurance.

Hatem Ben Ameur, Jean-Luc Prigent

Eur. J. Oper. Res., 2018

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

2014

Portfolio insurance: Gap risk under conditional multiples.

Hatem Ben Ameur, Jean-Luc Prigent

Eur. J. Oper. Res., 2014

2009

Dynamic Programming Approach for Valuing Options in the GARCH Model.

Hatem Ben Ameur, Michèle Breton, Juan-Manuel Martinez

Manag. Sci., 2009

2006

A dynamic programming approach to price installment options.

Hatem Ben Ameur, Michèle Breton, Pascal François

Eur. J. Oper. Res., 2006

2004

Combination of General Antithetic Transformations and Control Variables.

Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux

Math. Oper. Res., 2004

2002

A Dynamic Programming Procedure for Pricing American-Style Asian Options.

Hatem Ben Ameur, Michèle Breton, Pierre L'Ecuyer

Manag. Sci., 2002

1999

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

Proceedings of the 31st conference on Winter simulation: Simulation, 1999