Hatem Ben-Ameur

Available identifiers

zbMath Open ben-ameur.hatemMaRDI QIDQ321034

List of research outcomes

Publication	Date of Publication	Type
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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Hatem Ben-Ameur