Kais Hamza

Publication Activity (10 Years)

Years Active: 2012-2021
Publications (10 Years): 2

Top Topics

Stochastic Model

General Purpose

Top Venues

Oper. Res. Lett.

J. Appl. Probab.

Publications

Ben Amiet, Andrea Collevecchio, Kais Hamza
When "Better" is better than "Best". Oper. Res. Lett. 49 (2) (2021)
Ben Amiet, Andrea Collevecchio, Kais Hamza
When "Better" is better than "Best". CoRR (2020)
Kais Hamza, Fima C. Klebaner
How did we get here? J. Appl. Probab. 51 (A) (2014)
Yu Tian, Zili Zhu, Geoffrey Lee, Thomas Lo, Fima C. Klebaner, Kais Hamza
Pricing window barrier options with a hybrid stochastic-local volatility model. CIFEr (2014)
Yu Tian, Zili Zhu, Fima C. Klebaner, Kais Hamza
Pricing barrier and American options under the SABR model on the graphics processing unit. Concurr. Comput. Pract. Exp. 24 (8) (2012)