Hatem Ben-Ameur

Member, GERAD

Full Professor, Department of Decision Sciences, HEC Montréal

hatem.ben-ameur@hec.ca

Phone: 514 340-6480

Other titles and affiliations

Jun 2022 – May 2023

On sabbatical leave, HEC Montréal, IHEC Carthage

Research Axes

Axis 1: Data valuation for decision making
Axis 3: Decision support made under uncertainty

Research Applications

Economy and finance
Engineering (engineering design, digital design)

Publications

Feb 2024

Valuing corporate securities when the firm's assets are illiquid

Hatem Ben-Ameur, Tarek Fakhfakh, and Alexandre Roch

Computational Economics, 63, 579–598, 2024 BibTeX reference

Nov 2023

G-2023-58
Dynamic programming for valuing options embedded in corporate bonds

Malek Ben-Abdellatif, Hatem Ben-Ameur, Rim Chérif, and Tarek Fakhfakh

We consider a structural model to design and evaluate the American call, conversion, and put options embedded in corporate bonds. We use dynamic programmin...

BibTeX reference

Apr 2023

A dynamic program under Lévy processes for valuing corporate securities

Hatem Ben-Ameur, Rim Chérif, and Bruno Rémillard

Journal of Risk, 25(4), 61–81, 2023 BibTeX reference

55 publications

Events

May 3 — 4, 2024

Games and Optimization - Workshop in honor of Michèle Breton

Workshop

Chair in Game Theory and Management

HEC Montréal, Campus Hélène-Desmarais

Feb 9, 202211:00 AM — 12:00 PM

Quasi-maximum likelihood for estimating structural models

“Meet a GERAD researcher!” seminar
Hatem Ben-Ameur – Full Professor, Department of Decision Sciences, HEC Montréal

Online meeting

Supervision

Karim Razgallah Bachelor's degree

Mouna Turki Bachelor's degree

Arthur Madore-Boisvert Internship

Edouardo Magini Master's degree

Francois Michel Boire Postdoctoral research

Emanuel Lemus-Monge Master's degree

Antoine Léger Master's degree

Chaima Ben Mahmoud Ph.D.

Marianne Fabry-Chaussé Master's degree

All supervisions (36)