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Ayadi, Mohamed; Ben-Ameur, Hatem; Channouf, Nabil; … - In: Decision making and risk/return optimization in …, (pp. 99-119). 2019

Persistent link: https://www.econbiz.de/10012127936

Quasi-maximum likelihood for estimating structural models

Ben-Abdellatif, Malek; Ben-Ameur, Hatem; Chérif, Rim; … - 2021

Persistent link: https://www.econbiz.de/10012588187

Valuing corporate securities when the firm's assets are illiquid

Ben-Ameur, Hatem; Fakhfakh, Tarek; Roch, Alexandre - In: Computational economics 63 (2024) 2, pp. 579-598

Persistent link: https://www.econbiz.de/10014472506

Dynamic programming for valuing options embedded in corporate bonds

Ben-Abdellatif, Malek; Ben-Ameur, Hatem; Chérif, Rim; … - 2023

Persistent link: https://www.econbiz.de/10014443102

Quasi-maximum likelihood for estimating structural models

Ben-Abdellatif, Malek; Ben-Ameur, Hatem; Chérif, Rim; … - 2023 - Revised: January 2023

Persistent link: https://www.econbiz.de/10014253148

A stochastic dynamic program for valuing options on futures

Ayadi, Mohamed A.; Ben-Ameur, Hatem; Kirillov, Tymur; … - In: The journal of futures markets 34 (2014) 12, pp. 1185-1201

Persistent link: https://www.econbiz.de/10010508671

Typical and tail performance of Canadian equity SRI mutual funds

Ayadi, Mohamed A.; Ben-Ameur, Hatem; Kryzanowski, Lawrence - In: Journal of financial services research : JFSR 50 (2016) 1, pp. 57-94

Persistent link: https://www.econbiz.de/10011667782

Dynamic programming for designing and valuing two-dimensional financial derivatives

Ben-Abdellatif, Malek; Ben-Ameur, Hatem; Chérif, Rim; … - In: Risks : open access journal 12 (2024) 12, pp. 1-15

We use dynamic programming, finite elements, and parallel computing to design and evaluate two-dimensional financial derivatives. Our dynamic program is flexible, as it divides the evaluation process into two components: one related to the dynamics of the underlying process and the other to the...

Persistent link: https://www.econbiz.de/10015325218

Pricing interest-rate derivatives with piecewise multilinear interpolations and transition parameters

Ben-Ameur, Hatem; Karoui, Lotfi; Mnif, Walid - In: The journal of derivatives : the official publication … 22 (2014) 2, pp. 82-109

Persistent link: https://www.econbiz.de/10011311415

Risk management of time varying floors for dynamic portfolio insurance

Ben-Ameur, Hatem; Prigent, Jean-Luc - In: European journal of operational research : EJOR 269 (2018) 1, pp. 363-381

Persistent link: https://www.econbiz.de/10011864356