Concepedia

Hatem Ben‐Ameur

HB

6

Publications

194

Citations

6

H-Index

2002

Active since

Affiliations

HEC Montréal(Current)

Group for Research in Decision Analysis

Université de Montréal

Brock University

Hatem Ben‐Ameur is an author at HEC Montréal specializing in business, engineering, and financial engineering.

Top concepts

BusinessEngineeringFinancial EngineeringFinanceAsset PricingOption PricingDynamic ProgrammingOperations ResearchQuantitative ManagementMathematical Programming

Publications per year

2002–2015

6

Publications

6

A Dynamic Programming Procedure for Pricing American-Style Asian Options

Hatem Ben‐Ameur, Michèle Breton, Pierre L’Ecuyer · Management Science · 2002 · 42 citations

Mathematical Programming, Numerical Analysis, Option Pricing +14

Dynamic Programming Approach for Valuing Options in the GARCH Model

Hatem Ben‐Ameur, Michèle Breton, Juan-Manuel Martinez · Management Science · 2008 · 41 citations

Mathematical Programming, Engineering, Value Options +16

Discrete-time survival trees and forests with time-varying covariates

Imad Bou-Hamad, Denis Larocque, Hatem Ben‐Ameur · Statistical Modelling · 2011 · 37 citations

Bankruptcy Analysis, Engineering, Financial Data +15

A dynamic programming approach to price installment options

Hatem Ben‐Ameur, Michèle Breton, Pascal François · European Journal of Operational Research · 2004 · 32 citations

Mathematical Programming, Option Pricing, Dynamic Pricing +9

Discrete‐time survival trees

Imad Bou-Hamad, Denis Larocque, Hatem Ben‐Ameur et al. · Canadian Journal of Statistics · 2009 · 30 citations

Prognosis, Databases, Splitting Procedure +20

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