Lamia Benothman

Publication Activity (10 Years)

Years Active: 2012-2014
Publications (10 Years): 0

Top Topics

Laplace Transform

Asymptotic Analysis

Diffusion Models

Top Venues

Int. J. Math. Model. Numer. Optimisation

Int. J. Math. Oper. Res.

Publications

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)
Lamia Benothman, Faouzi Trabelsi
Asymptotic analysis of European and American options with jumps in the underlying. Int. J. Math. Oper. Res. 4 (5) (2012)