Hatem Ben-Ameur

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A two-factor structural model for valuing corporate securities Review of Derivatives Research	2024-08-29	Paper
NORTA for portfolio credit risk Annals of Operations Research	2020-01-20	Paper
Discrete-time survival trees and forests with time-varying covariates: application to bankruptcy data Statistical Modelling	2019-09-10	Paper
American-style options in jump-diffusion models: estimation and evaluation Quantitative Finance	2018-11-13	Paper
A dynamic program for valuing corporate securities European Journal of Operational Research	2016-10-07	Paper
Pricing the Chicago Board of Trade T-Bond futures Quantitative Finance	2014-01-30	Paper
A review of survival trees Statistics Surveys	2013-05-13	Paper
Dynamic programming approach for valuing options in the GARCH model Management Science	2012-03-01	Paper
A dynamic programming procedure for pricing American-style Asian options Management Science	2012-02-19	Paper
A dynamic programming approach for pricing CDS and CDS options Quantitative Finance	2009-10-16	Paper
A dynamic programming approach for pricing options embedded in bonds Journal of Economic Dynamics and Control	2009-07-01	Paper
Discrete-time survival trees The Canadian Journal of Statistics	2009-06-30	Paper
Combination of General Antithetic Transformations and Control Variables Mathematics of Operations Research	2005-11-11	Paper
A dynamic programming approach to price installment options European Journal of Operational Research	2005-10-26	Paper

Research outcomes over time

This page was built for person: Hatem Ben-Ameur