Groupe d’études et de recherche en analyse des décisions


Hatem Ben-Ameur


Dynamic programming and parallel computing for valuing two-dimensional American options
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À paraître dans : Journal of Systems Science and Complexity, 2018 référence BibTeX
Discrete-time survival trees and forests with time-varying covariates: Application to bankruptcy data
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Statistical Modelling, 11(5), 429–446, 2011 référence BibTeX
An analysis of the true notional bond system applied to the CBOT T-bond futures
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Journal of Banking and Finance, 33(3), 534–545, 2009 référence BibTeX
Discrete-time survival trees
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Canadian Journal of Statistics - La revue canadienne de statistique, 37, 17–32, 2009 référence BibTeX
A dynamic programming approach for pricing CDS and CDS options
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Quantitative Finance, 9(6), 717–726, 2009 référence BibTeX
Dynamic programming approach for valuing options in the GARCH model
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Management Science, 55(2), 252–266, 2009 référence BibTeX
Assessing bankrupt probability on american firms: A logit approach
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Journal of Theoretical Accounting Research, 3(2), 1–11, 2008 référence BibTeX
A dynamic programming approach to price installment options
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European Journal of Operational Research, 169(2), 667–676, 2006 référence BibTeX
Combination of general antithetic transformations and control variables
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Mathematics of Operations Research, 29(4), 946–960, 2004 référence BibTeX