Ben-Ameur Hatem

Hatem Ben-Ameur

Information about the author Hatem Ben-Ameur will soon be added to the site.
Found 4 papers in total
A dynamic program for valuing corporate securities
A dynamic program for valuing corporate securities
2016
We design and implement a dynamic program for valuing corporate securities, seen as...
Combination of general antithetic transformations and control variables
Combination of general antithetic transformations and control variables
2004
Several methods for reducing the variance in the context of Monte Carlo simulation are...
A dynamic programming approach to price installment options
A dynamic programming approach to price installment options
2006
Installment options are Bermudan-style options where the holder periodically decides...
A dynamic programming procedure for pricing American-style Asian options
A dynamic programming procedure for pricing American-style Asian options
2002
Pricing European-style Asian options based on the arithmetic average, under the Black...
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