Faouzi Trabelsi

Available identifiers

zbMath Open trabelsi.faouziMaRDI QIDQ256312

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6162185	2023-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q6104496	2023-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q6162184	2023-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q5043138	2022-10-21	Paper
Boundary classification and simulation of one-dimensional diffusion processes	2020-10-15	Paper
On convergence of the utility indifference pricing in the model preserving the CGMY minimal entropy martingale measure	2018-06-13	Paper
General undiscounted nonlinear optimal multiple stopping of linear diffusions with boundary classification	2018-06-13	Paper
Study of undiscounted non-linear optimal multiple stopping problems on unbounded intervals	2018-05-29	Paper
Asymptotic analysis of European and American options with jumps in the underlying	2018-05-29	Paper
On undiscounted non-linear optimal multiple stopping	2017-05-31	Paper
On two-parametric Esscher transform for geometric CGMY Lévy processes	2017-05-31	Paper
Asymptotic behaviour of random maturity barrier options	2017-05-31	Paper
Generalization on optimal multiple stopping with application to swing options with random exercise rights number	2016-03-09	Paper
Biological application of optimal stopping time problem	2015-03-19	Paper
Error analysis of asymptotic option prices in a jump-diffusion model	2015-03-19	Paper
Asymptotic analysis of options in a jump-diffusion model with binomial jump size distribution	2013-05-10	Paper
https://portal.mardi4nfdi.de/entity/Q3107615	2011-12-24	Paper
L 2 -discrete hedging in a continuous-time model	2002-01-01	Paper

Research outcomes over time

This page was built for person: Faouzi Trabelsi