Faouzi Trabelsi

Publication Activity (10 Years)

Years Active: 2012-2020
Publications (10 Years): 2

Top Topics

Asymptotic Analysis

Diffusion Models

Diffusion Process

Top Venues

Int. J. Math. Oper. Res.

Int. J. Math. Model. Numer. Optimisation

Publications

Noureddine Jilani Ben Naouara, Faouzi Trabelsi
Optimal multiple stopping under catastrophic event. Int. J. Math. Model. Numer. Optimisation 10 (2) (2020)
Noureddine Jilani Ben Naouara, Faouzi Trabelsi
Boundary classification and simulation of one-dimensional diffusion processes. Int. J. Math. Oper. Res. 11 (1) (2017)
Noureddine Jilani Ben Naouara, Faouzi Trabelsi
General undiscounted nonlinear optimal multiple stopping of linear diffusions with boundary classification. Int. J. Math. Oper. Res. 7 (6) (2015)
Imen Ben Abdelwahed, Faouzi Trabelsi
On convergence of the utility indifference pricing in the model preserving the CGMY minimal entropy martingale measure. Int. J. Math. Oper. Res. 7 (4) (2015)
Noureddine Jilani Ben Naouara, Faouzi Trabelsi
Biological application of optimal stopping time problem. Int. J. Math. Model. Numer. Optimisation 5 (3) (2014)
Lamia Benothman, Faouzi Trabelsi
Error analysis of asymptotic option prices in a jump-diffusion model. Int. J. Math. Model. Numer. Optimisation 5 (3) (2014)
Lamia Benothman, Faouzi Trabelsi
Asymptotic analysis of options in a jump-diffusion model with binomial jump size distribution. Int. J. Math. Model. Numer. Optimisation 4 (1) (2013)
Faouzi Trabelsi
Study of undiscounted non-linear optimal multiple stopping problems on unbounded intervals. Int. J. Math. Oper. Res. 5 (2) (2013)
Lamia Benothman, Faouzi Trabelsi
Asymptotic analysis of European and American options with jumps in the underlying. Int. J. Math. Oper. Res. 4 (5) (2012)