Cahiers du GERAD
Mar 2021
Malek Ben-Abdellatif, Hatem Ben-Ameur, Rim Chérif, and Tarek Fakhfakh
G-2021-11
Sep 2018
Hatem Ben-Ameur, Tarek Fakhfakh, and Alexandre Roch
G-2018-68
Publications
Jun 2020
Hatem Ben-Ameur, Rim Chérif, and Bruno Rémillard
To appear in: Journal of Futures Markets, 2020
BibTeX reference
Oct 2019
Mohamed Ayadi, Hatem Ben-Ameur, Nabil Channouf, and Quang-Khoi Tran
Annals of Operations Research, 281(1-2), 99–119, 2019
BibTeX reference
Jan 2018
Dynamic programming and parallel computing for valuing two-dimensional American options
Malek Ben-Abdellatif, Hatem Ben-Ameur, and Bruno Rémillard
To appear in: Journal of Systems Science and Complexity, 2018
BibTeX reference
News
Apr 4, 2017
Title: Valuing financial derivatives under Lévy processes
Mar 22, 2017
Title: Dynamic programming and parallel computing for valuing two-dimensional financial derivatives
May 27, 2015
Hatem Ben-Ameur, Jean-François Plante and Erick Delage, Department of Management Sciences, HEC Montréal, from June 1, 2015 to May 31, 2016.
Arthur Charpentier, Departement of Mathematics, UQÀM, from September 1, 2014 to May 31, 2016.
Debbie Dupuis, Department of Management Sciences, HEC Montréal, from January 1, 2016 to December 31, 2016.
Gilbert Laporte, Department of Management Sciences, HEC Montréal, from June 1 to December 31, 2015 and from June 1, 2016 to December 31, 2016.
Jean-Philippe Waaub, Department of Geography, UQÀM, from June 1, 2015 to May 31, 2016.
Events
all dayfrom Mar 12 to Mar 14 2015
conference
University of Cergy-Pontoise
Paris, France
Paris, France
10:45 AM–12:45 PMNov 13, 2013 10:45 AM
GERAD seminar
Hatem Ben-Ameur – Department of Decision Sciences, HEC Montréal, Canada
Hatem Ben-Ameur – Department of Decision Sciences, HEC Montréal, Canada
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
10:45 AM–12:45 PMNov 13, 2013 10:45 AM
GERAD seminar
Hatem Ben-Ameur – Department of Decision Sciences, HEC Montréal, Canada
Hatem Ben-Ameur – Department of Decision Sciences, HEC Montréal, Canada
Room 4488, André-Aisenstadt Building, Université de Montréal Campus