Faouzi Trabelsi

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
New class of optimal multiple stopping times problems International Journal of Operational Research	2025-12-09	Paper
Fuzzy expectation-spread-skewness model for Shariah-compliant portfolio optimisation International Journal of Operational Research	2025-12-09	Paper
scientific article; zbMATH DE number 7696299 (Why is no real title available?)	2023-06-15	Paper
scientific article; zbMATH DE number 7696271 (Why is no real title available?)	2023-06-15	Paper
scientific article; zbMATH DE number 7696272 (Why is no real title available?)	2023-06-15	Paper
A short review on boundary behavior of linear diffusion processes	2022-10-21	Paper
Boundary classification and simulation of one-dimensional diffusion processes International Journal of Mathematics in Operational Research	2020-10-15	Paper
On convergence of the utility indifference pricing in the model preserving the CGMY minimal entropy martingale measure International Journal of Mathematics in Operational Research	2018-06-13	Paper
General undiscounted nonlinear optimal multiple stopping of linear diffusions with boundary classification International Journal of Mathematics in Operational Research	2018-06-13	Paper
Asymptotic analysis of European and American options with jumps in the underlying International Journal of Mathematics in Operational Research	2018-05-29	Paper
Study of undiscounted non-linear optimal multiple stopping problems on unbounded intervals International Journal of Mathematics in Operational Research	2018-05-29	Paper
On undiscounted non-linear optimal multiple stopping International Journal of Operational Research	2017-05-31	Paper
On two-parametric Esscher transform for geometric CGMY Lévy processes International Journal of Operational Research	2017-05-31	Paper
Asymptotic behaviour of random maturity barrier options International Journal of Operational Research	2017-05-31	Paper
Generalization on optimal multiple stopping with application to swing options with random exercise rights number Mathematical Control and Related Fields	2016-03-09	Paper
Error analysis of asymptotic option prices in a jump-diffusion model International Journal of Mathematical Modelling and Numerical Optimisation	2015-03-19	Paper
Biological application of optimal stopping time problem International Journal of Mathematical Modelling and Numerical Optimisation	2015-03-19	Paper
Asymptotic analysis of options in a jump-diffusion model with binomial jump size distribution International Journal of Mathematical Modelling and Numerical Optimisation	2013-05-10	Paper
Asymptotic behavior of random maturity American options	2011-12-24	Paper
L 2 -discrete hedging in a continuous-time model Applied Mathematical Finance	2002-01-01	Paper

Research outcomes over time

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