Lamia Benothman

According to our database, Lamia Benothman authored at least 3 papers between 2012 and 2014.

Collaborative distances:

• Dijkstra number of eight.
• Erdős number of eight.

2014

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

Lamia Benothman, Faouzi Trabelsi

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

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