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| 2009 | ||
|---|---|---|
| 4 | Hatem Ben Ameur, Michèle Breton, Juan-Manuel Martinez: Dynamic Programming Approach for Valuing Options in the GARCH Model. Management Science 55(2): 252-266 (2009) | |
| 2006 | ||
| 3 | Hatem Ben Ameur, Michèle Breton, Pascal François: A dynamic programming approach to price installment options. European Journal of Operational Research 169(2): 667-676 (2006) | |
| 2004 | ||
| 2 | Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux: Combination of General Antithetic Transformations and Control Variables. Math. Oper. Res. 29(4): 946-960 (2004) | |
| 1999 | ||
| 1 | Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux: Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance. Winter Simulation Conference 1999: 336-343 | |
| 1 | Michèle Breton | [3] [4] |
| 2 | Pascal François | [3] |
| 3 | Pierre L'Ecuyer | [1] [2] |
| 4 | Christiane Lemieux | [1] [2] |
| 5 | Juan-Manuel Martinez | [4] |
Colors in the list of coauthors
Last update Sat May 26 04:23:17 2012 CET by the DBLP Team —
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