The following pages link to Hatem Ben-Ameur (Q321034):
Displaying 14 items.
- A dynamic program for valuing corporate securities (Q321036) (← links)
- A dynamic programming approach for pricing options embedded in bonds (Q1027361) (← links)
- A review of survival trees (Q1950331) (← links)
- NORTA for portfolio credit risk (Q2288893) (← links)
- A dynamic programming approach to price installment options (Q2570163) (← links)
- A Dynamic Programming Procedure for Pricing American-Style Asian Options (Q3114780) (← links)
- Dynamic Programming Approach for Valuing Options in the GARCH Model (Q3117795) (← links)
- A dynamic programming approach for pricing CDS and CDS options (Q3182747) (← links)
- Discrete-time survival trees (Q3636237) (← links)
- American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
- Discrete-time survival trees and forests with time-varying covariates (Q5193314) (← links)
- Combination of General Antithetic Transformations and Control Variables (Q5704207) (← links)
- Pricing the Chicago Board of Trade T-Bond futures (Q5745636) (← links)
- A two-factor structural model for valuing corporate securities (Q6594918) (← links)
