Kais Hamza

According to our database, Kais Hamza authored at least 4 papers between 2012 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of three.

2021

When "Better" is better than "Best".

Ben Amiet, Andrea Collevecchio, Kais Hamza

Oper. Res. Lett., 2021

2014

How did we get here?

Kais Hamza, Fima C. Klebaner

J. Appl. Probab., 2014

Pricing window barrier options with a hybrid stochastic-local volatility model.

Yu Tian, Zili Zhu, Geoffrey Lee, Thomas Lo, Fima C. Klebaner, Kais Hamza

Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

2012

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