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A dynamic programming approach to price installment options
Ben-Ameur, Hatem; Breton, Michèle; François, Pascal - In: European journal of operational research : EJOR 169 (2006) 2, pp. 667-676
Persistent link: https://www.econbiz.de/10006641128
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A Dynamic Programming Procedure for Pricing American-Style Asian Options
Ben-Ameur, Hatem; Breton, Michèle; Ecuyer, Pierre L' - In: Management science : journal of the Institute for … 48 (2002) 5, pp. 625-643
Persistent link: https://www.econbiz.de/10006087498
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A dynamic programming approach for pricing options embedded in bonds
Ben-Ameur, Hatem; Breton, Michèle; Karoui, Lotfi; … - In: Journal of economic dynamics & control 31 (2007) 7, pp. 2212-2233
Persistent link: https://www.econbiz.de/10007738984
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Dynamic Programming Approach for Valuing Options in the GARCH Model
Ben-Ameur, Hatem; Breton, Michèle; Martinez, Juan-Manuel - In: Management science : journal of the Institute for … 55 (2009) 2, pp. 252-266
Persistent link: https://www.econbiz.de/10008172329
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An analysis of the true notional bond system applied to the CBOT T-bond futures
Ben-Abdallah, Ramzi; Ben-Ameur, Hatem; Breton, Michèle - In: Journal of banking & finance 33 (2009) 3, pp. 534-545
Persistent link: https://www.econbiz.de/10008161034
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An analysis of the true notional bond system applied to the CBOT T-bond futures
Ben-Abdallah, Ramzi; Ben-Ameur, Hatem; Breton, Michèle - In: Journal of banking & finance 33 (2009) 3, pp. 534-546
Persistent link: https://www.econbiz.de/10008879410
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Combination of General Antithetic Transformations and Control Variables
Ben-Ameur, Hatem; L'Ecuyer, Pierre; Lemieux, Christiane - In: Mathematics of operations research 29 (2004) 4, pp. 946-960
Persistent link: https://www.econbiz.de/10006417535
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Canadian Investors and the Discount on Closed-End Funds
Ayadi, Mohamed A.; Ben-Ameur, Hatem; Lazrak, Skander; … - In: Journal of financial services research : JFSR 43 (2013) 1, pp. 69-98
Persistent link: https://www.econbiz.de/10010073839
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A game-theoretic formulation of joint implementation of environmental projects
Breton, Michèle; Zaccour, Georges; Zahaf, Mehdi - In: European journal of operational research : EJOR 168 (2006) 1, pp. 221-239
Persistent link: https://www.econbiz.de/10006641241
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An Oil Pipeline Design Problem
Brimberg, Jack; Hansen, Pierre; Lih, Keh-Wei; … - In: Operations research : the journal of the Operations … 51 (2003) 2, pp. 228-239
Persistent link: https://www.econbiz.de/10006418146