Nadia Ouertani

IESEG School of Management

Assistant Professor of Finance

3, rue de la Digue

Office: A321

Puteaux, 92800

France

HEC Montréal

3000, Chemin de la Côte-Sainte-Catherine

Montreal, Quebec H3T 2A7

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

595

SSRN CITATIONS

0

CROSSREF CITATIONS

6

Scholarly Papers (2)

Heterogeneous Basket Options Pricing Using Analytical Approximations

Multinational Finance Journal, 2011, vol. 15 no. 1/2, pp. 47-85
Number of pages: 24 Posted: 27 Feb 2006 Last Revised: 22 Jun 2016
HEC Montreal - Department of Finance, HEC Montreal - Department of Decision Sciences, IESEG School of Management and York University - Atkinson School of Administrative Studies
Downloads 416 (70,102)
Citation 4

Abstract:

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Basket Options, Options Pricing, Analytical Approximations, Monte Carlo Simulation

Heterogeneous Basket Options Pricing Using Analytical Approximations

Multinational Finance Journal, Vol. 15, No. 1/2, p. 47-85, 2011
Number of pages: 39 Posted: 25 Jun 2015
HEC Montreal - Department of Finance, HEC Montreal - Department of Decision Sciences, IESEG School of Management and York University - Atkinson School of Administrative Studies
Downloads 18 (562,769)

Abstract:

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Basket Options; Options Pricing; Analytical Approximations; Monte Carlo Simulation

2.

Basket Options on Heterogeneous Underlying Assets

Number of pages: 30 Posted: 26 May 2009
Georges Dionne, Geneviève Gauthier and Nadia Ouertani
HEC Montreal - Department of Finance, HEC Montreal - Department of Decision Sciences and IESEG School of Management
Downloads 161 (187,397)
Citation 2

Abstract:

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basket options, maximum likelihood, hedging performance, options pricing, Monte Carlo simulation