Assistant Professor of Finance
IESEG School of Management
3, rue de la Digue Office: A321 59800 LILLE France + 33 3 20 54 58 92 (Phone) + 33 3 20 54 47 86 (Fax)
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HEC Montréal
3000, Chemin de la Côte-Sainte-Catherine Montreal, Quebec H3T 2A7 Canada
email address
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Ouertani, Nadia's
Scholarly Papers
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Total Downloads
499 |
Total
Citations
2 |
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Dionne, Georges HEC Montreal - Department of Finance Gauthier, Genevieve HEC Montreal Ouertani, Nadia IESEG School of Management Tahani, Nabil York University - Atkinson School of Administrative Studies
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27 Feb 06
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Last Revised:
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09 Feb 12
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Basket Options, Options Pricing, Analytical Approximations, Monte Carlo Simulation
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Dionne, Georges HEC Montreal - Department of Finance Gauthier, Genevieve HEC Montreal Ouertani, Nadia IESEG School of Management
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basket options, maximum likelihood, hedging performance, options pricing, Monte Carlo simulation
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