Hatem Ben-Ameur

Available identifiers

zbMath Open ben-ameur.hatemMaRDI QIDQ321034

List of research outcomes

Publication	Date of Publication	Type
A two-factor structural model for valuing corporate securities	2024-08-29	Paper
NORTA for portfolio credit risk	2020-01-20	Paper
Discrete-time survival trees and forests with time-varying covariates	2019-09-10	Paper
American-style options in jump-diffusion models: estimation and evaluation	2018-11-13	Paper
A dynamic program for valuing corporate securities	2016-10-07	Paper
Pricing the Chicago Board of Trade T-Bond futures	2014-01-30	Paper
A review of survival trees	2013-05-13	Paper
Dynamic Programming Approach for Valuing Options in the GARCH Model	2012-03-01	Paper
A Dynamic Programming Procedure for Pricing American-Style Asian Options	2012-02-19	Paper
A dynamic programming approach for pricing CDS and CDS options	2009-10-16	Paper
A dynamic programming approach for pricing options embedded in bonds	2009-07-01	Paper
Discrete-time survival trees	2009-06-30	Paper
Combination of General Antithetic Transformations and Control Variables	2005-11-11	Paper
A dynamic programming approach to price installment options	2005-10-26	Paper

Research outcomes over time

This page was built for person: Hatem Ben-Ameur