Hatem Ben Ameur

Publication Activity (10 Years)

Years Active: 1999-2018
Publications (10 Years): 2

Top Topics

Chance Discovery

Portfolio Optimization

Commercial Banks

Risk Management

Top Venues

Eur. J. Oper. Res.

Ann. Oper. Res.

Publications

Hatem Ben Ameur, Ephraim Clark, André de Palma, Jean-Luc Prigent
Preface: Risk management decisions and wealth management in Financial Economics. Ann. Oper. Res. 262 (2) (2018)
Hatem Ben Ameur, Jean-Luc Prigent
Risk management of time varying floors for dynamic portfolio insurance. Eur. J. Oper. Res. 269 (1) (2018)
Hatem Ben Ameur, Jean-Luc Prigent
Portfolio insurance: Gap risk under conditional multiples. Eur. J. Oper. Res. 236 (1) (2014)
Hatem Ben Ameur, Michèle Breton, Juan-Manuel Martinez
Dynamic Programming Approach for Valuing Options in the GARCH Model. Manag. Sci. 55 (2) (2009)
Hatem Ben Ameur, Michèle Breton, Pascal François
A dynamic programming approach to price installment options. Eur. J. Oper. Res. 169 (2) (2006)
Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux
Combination of General Antithetic Transformations and Control Variables. Math. Oper. Res. 29 (4) (2004)
Hatem Ben Ameur, Michèle Breton, Pierre L'Ecuyer
A Dynamic Programming Procedure for Pricing American-Style Asian Options. Manag. Sci. 48 (5) (2002)
Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux
Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance. WSC (1999)