Faouzi Trabelsi

According to our database, Faouzi Trabelsi authored at least 9 papers between 2012 and 2020.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of seven.

2020

Optimal multiple stopping under catastrophic event.

Noureddine Jilani Ben Naouara, Faouzi Trabelsi

Int. J. Math. Model. Numer. Optimisation, 2020

2017

Boundary classification and simulation of one-dimensional diffusion processes.

Noureddine Jilani Ben Naouara, Faouzi Trabelsi

Int. J. Math. Oper. Res., 2017

2015

General undiscounted nonlinear optimal multiple stopping of linear diffusions with boundary classification.

Noureddine Jilani Ben Naouara, Faouzi Trabelsi

Int. J. Math. Oper. Res., 2015

On convergence of the utility indifference pricing in the model preserving the CGMY minimal entropy martingale measure.

Imen Ben Abdelwahed, Faouzi Trabelsi

Int. J. Math. Oper. Res., 2015

2014

Biological application of optimal stopping time problem.

Noureddine Jilani Ben Naouara, Faouzi Trabelsi

Int. J. Math. Model. Numer. Optimisation, 2014

Error analysis of asymptotic option prices in a jump-diffusion model.

Lamia Benothman, Faouzi Trabelsi

Int. J. Math. Model. Numer. Optimisation, 2014

2013

Study of undiscounted non-linear optimal multiple stopping problems on unbounded intervals.

Faouzi Trabelsi

Int. J. Math. Oper. Res., 2013

Asymptotic analysis of options in a jump-diffusion model with binomial jump size distribution.

Lamia Benothman, Faouzi Trabelsi

Int. J. Math. Model. Numer. Optimisation, 2013

2012

Asymptotic analysis of European and American options with jumps in the underlying.

Lamia Benothman, Faouzi Trabelsi

Int. J. Math. Oper. Res., 2012