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~person:"Ben-Ameur, Hatem"
~person:"Okhrin, Irena"
~person:"Sethi, Suresh"
~type_genre:"Article in journal"
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8
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Ben-Ameur, Hatem
Okhrin, Irena
Sethi, Suresh
Powell, Warren B.
18
Topaloğlu, Hüseyin
15
Ulmer, Marlin Wolf
13
Zhang, Dan
12
Cheng, T. C. E.
11
Mosheiov, Gur
11
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10
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9
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8
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8
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7
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7
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European journal of operational research : EJOR
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ECONIS (ZBW)
8
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1
A dynamic program under Lévy processes for valuing corporate securities
Ben-Ameur, Hatem
;
Chérif, Rim
;
Rémillard, Bruno N.
- In:
Journal of risk
25
(
2023
)
4
,
pp. 61-81
Persistent link: https://www.econbiz.de/10014314624
Saved in:
2
A dynamic program under Lévy processes for valuing corporate securities
Ben-Ameur, Hatem
;
Chérif, Rim
;
Rémillard, Bruno N.
- In:
Journal of risk : JOR
25
(
2023
)
4
,
pp. 61-81
Persistent link: https://www.econbiz.de/10014487107
Saved in:
3
A dynamic program for valuing corporate securities
Ayadi, Mohamed
;
Ben-Ameur, Hatem
;
Fakhfakh, Tarek
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 751-770
Persistent link: https://www.econbiz.de/10011436876
Saved in:
4
Upper and lower bounds for convex value functions of derivative contracts
Ben-Ameur, Hatem
;
Frutos, Javier de
;
Fakhfakh, Tarek
; …
- In:
Economic modelling
34
(
2013
),
pp. 69-75
Persistent link: https://www.econbiz.de/10010360612
Saved in:
5
An O(T3) algorithm for the capacitated lot sizing problem with minimum order quantities
Okhrin, Irena
;
Richter, Knut
- In:
European journal of operational research : EJOR
211
(
2011
)
3
,
pp. 507-514
Persistent link: https://www.econbiz.de/10008933390
Saved in:
6
The linear dynamic lot size problem with minimum order quantity
Okhrin, Irena
;
Richter, Knut
- In:
International journal of production economics
133
(
2011
)
2
,
pp. 688-693
Persistent link: https://www.econbiz.de/10009299854
Saved in:
7
An analysis of the true notional bond system applied to the CBOT T-bond futures
Ben-Abdallah, Ramzi
;
Ben-Ameur, Hatem
;
Breton, Michèle
- In:
Journal of banking & finance
33
(
2009
)
3
,
pp. 534-545
Persistent link: https://www.econbiz.de/10003807700
Saved in:
8
A dynamic programming approach for pricing options embedded in bonds
Ben-Ameur, Hatem
;
Breton, Michèle
;
Karoui, Lotfi
; …
- In:
Journal of economic dynamics & control
31
(
2007
)
7
,
pp. 2212-2233
Persistent link: https://www.econbiz.de/10003485019
Saved in:
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