Hatem Ben-Ameur

TL;DR: In this article, the authors present a non-technical account of the developments in tree-based methods for the analysis of survival data with censoring, which mainly extended the existing basic tree methodologies to censored data as well as to more recent work.

TL;DR: This review describes the initial developments, which mainly extended the existing basic tree methodologies to censored data as well as to more recent work, and covers more complex models, more specialized methods, and more specific problems such as multivariate data, the use of time–varying covariates, discrete–scale survival data, and ensemble methods applied to survival trees.

TL;DR: The aim of this paper is to price options embedded in bonds in a Dynamic Programming (DP) framework, the focus being on call and put options with advance notice, showing efficiency and robustness.

TL;DR: In this article, the authors proposed a dynamic programming framework to price options embedded in bonds in a Dynamic Programming (DP) framework, the focus being on call and put options with advance notice.

TL;DR: In this paper, a new survival tree method for discrete-time survival data with time-varying covariates is proposed, which is then used for bankruptcy analysis of US firms that conducted an initial public offering (IPO).