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2006 | ||
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3 | EE | 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 | EE | 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 | EE | 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] |
2 | Pascal François | [3] |
3 | Pierre L'Ecuyer | [1] [2] |
4 | Christiane Lemieux | [1] [2] |