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Faouzi Trabelsi
Information about the author Faouzi Trabelsi will soon be added to the site.
Found
3 papers
in total
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Asymptotic behaviour of random maturity barrier options
2016
In this paper, we study and analyse European barrier options in the...
On two-parametric Esscher transform for geometric CGMY Lévy processes
2014
We present a new transformation measure depending on two parameters, called...
On undiscounted non‐linear optimal multiple stopping
2012
We study and formulate an undiscounted non‐linear optimal multiple stopping...
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