BEN AMEUR, Hatem, CHERIF, Rim, RÉMILLARD, Bruno;
« Dynamic programming for valuing American options under a variance-gamma process »,
Journal of Futures Markets, vol. 40, no 10, 2020, p. 1548-1561.
AYADI, Mohamed, BEN AMEUR, Hatem, CHANNOUF, Nabil, TRAN, Quang Khoi;
« NORTA for portfolio credit risk »,
Annals of Operations Research, vol. 281, no 1/2, 2019, p. 99-119.
AYADI, Mohamed, BEN AMEUR, Hatem, FAKHFAKH, Tarek;
« A dynamic program for valuing corporate securities »,
European Journal of Operational Research, vol. 249, no 2, 2016, p. 751-770.
BEN AMEUR, Hatem, CHERIF, Rim, RÉMILLARD, Bruno;
« American-style options in jump-diffusion models: estimation and evaluation »,
Quantitative Finance, vol. 16, no 8, 2016, p. 1313-1324.
AYADI, Mohamed, BEN AMEUR, Hatem, KRYZANOWSKI, Lawrence;
« Typical and Tail Performance of Canadian Equity SRI Mutual Funds »,
Journal of Financial Services Research, vol. 50, no 1, 2016, p. 57-94.
