Kais Hamza

Skewed Target Range Strategy for Multiperiod Portfolio Optimization Using a Two-Stage Least Squares Monte Carlo Method

Rongju Zhang, Nicolas Langrené, Yu Tian, 2017, Journal of Computational Finance.

How did we get here?

Fima C. Klebaner, Kais Hamza, 2014, J. Appl. Probab..

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

Yu Tian, Zili Zhu, Fima C. Klebaner, 2014, 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr).

Pricing Barrier and American Options under the SABR model on the GPU

Yu Tian, Zili Zhu, Fima C. Klebaner, 2011 .

Pricing barrier and American options under the SABR model on the graphics processing unit

Yu Tian, Zili Zhu, Fima C. Klebaner, 2012, Concurr. Comput. Pract. Exp..

Some Properties and Generalizations of Non‐negative Bayesian Time Series Models

Kais Hamza, Rob J. Hyndman, Rob J Hyndman, 1997 .

CONDITIONS FOR INTEGRABILITY OF MARKOV CHAINS

Fima C. Klebaner, Kais Hamza, 1995 .