AYADI, Mohamed, BEN AMEUR, Hatem, FAKHFAKH, Tarek;
« A dynamic program for valuing corporate securities »,
European Journal of Operational Research, vol. 249, no 2, Mars 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, Mars 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, Août 2016, p. 57-94.
BEN AMEUR, Hatem, KAROUI, Lotfi, MNIF, Walid;
« Pricing Interest-Rate Derivatives with Piecewise Multi linear Interpolations and Transition Parameters »,
Journal of Derivatives, vol. 22, no 2, Winter 2014, p. 82-109.
AYADI, Mohamed, BEN AMEUR, Hatem, KIRILLOV, Tymur, WELCH, Robert;
« A STOCHASTIC DYNAMIC PROGRAM FOR VALUING OPTIONS ON FUTURES »,
Journal of Futures Markets, vol. 34, no 12, 2014, p. 1185-1201.
AYADI, Mohamed, BEN AMEUR, Hatem, LAZRAK, Skander, WANG, Yue;
« Canadian Investors and the Discount on Closed-End Funds »,
Journal of Financial Services Research, vol. 43, no 1, Février 2013, p. 69-98.
BEN ABDALLAH, Ramzi, BEN AMEUR, Hatem, BRETON, Michèle;
« Pricing the Chicago Board of Trade T-Bond futures »,
Quantitative Finance, vol. 12, no 11, Novembre 2012, p. 1663-1678.
