H. B. Ameur

发表

2 CDS and CDS Options 2 . 1 CDS : Various Formulations

D. Brigo, Eymen Errais, H. B. Ameur, 2006 .

Partial Hedging for Options Based on Extreme Values and Passage Times

P. L’Ecuyer, M. Breton, H. B. Ameur, 2002 .

Pricing Bonds with Embedded Options in a Time Dependent Term Structure Framework : A Neuro-Dynamic Programming approach

H. B. Ameur, 2004 .

A Dynamic Programming Procedure for Pricing American-Style Asian Options

Pierre L'Ecuyer, Michèle Breton, Hatem Ben Ameur, 2002, Manag. Sci..

Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance

P. L'Ecuyer, C. Lemieux, C. Lemieux, 1999, WSC'99. 1999 Winter Simulation Conference Proceedings. 'Simulation - A Bridge to the Future' (Cat. No.99CH37038).

Risk management of time varying floors for dynamic portfolio insurance

Jean-Luc Prigent, Hatem Ben Ameur, J. Prigent, 2018, Eur. J. Oper. Res..

Combination of General Antithetic Transformations and Control Variables

Pierre L'Ecuyer, Christiane Lemieux, Hatem Ben Ameur, 2003, Math. Oper. Res..

Portfolio insurance: Gap risk under conditional multiples

Jean-Luc Prigent, Hatem Ben Ameur, J. Prigent, 2014, Eur. J. Oper. Res..

Portfolio Insurance : determination of a dynamic CPPI multiple as function of state variables

J. Prigent, H. B. Ameur, 2007 .

A dynamic programming approach to price installment options

Michèle Breton, Hatem Ben Ameur, Pascal François, 2006, Eur. J. Oper. Res..

Portfolio insurance: Gap risk under conditional multiples

J. Prigent, H. B. Ameur, 2014, Eur. J. Oper. Res..

Dynamic Programming Approach for Valuing Options in the GARCH Model

Michèle Breton, Hatem Ben Ameur, Juan-Manuel Martinez, 2009, Manag. Sci..

Preface: Risk management decisions and wealth management in Financial Economics

André de Palma, Jean-Luc Prigent, Ephraim Clark, 2018, Annals of Operations Research.