Asymptotic analysis of European and American options with jumps in the underlying. - Lamia Benothman; Faouzi Trabelsi (Int. J. Math. Oper. Res., 2012)

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)

Study of undiscounted non-linear optimal multiple stopping problems on unbounded intervals. - Faouzi Trabelsi (Int. J. Math. Oper. Res., 2013)

Error analysis of asymptotic option prices in a jump-diffusion model. - Lamia Benothman; Faouzi Trabelsi (Int. J. Math. Model. Numer. Optimisation, 2014)

Biological application of optimal stopping time problem. - Noureddine Jilani Ben Naouara; Faouzi Trabelsi (Int. J. Math. Model. Numer. Optimisation, 2014)

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)

General undiscounted nonlinear optimal multiple stopping of linear diffusions with boundary classification. - Noureddine Jilani Ben Naouara; Faouzi Trabelsi (Int. J. Math. Oper. Res., 2015)

Boundary classification and simulation of one-dimensional diffusion processes. - Noureddine Jilani Ben Naouara; Faouzi Trabelsi (Int. J. Math. Oper. Res., 2017)

Optimal multiple stopping under catastrophic event. - Noureddine Jilani Ben Naouara; Faouzi Trabelsi (Int. J. Math. Model. Numer. Optimisation, 2020)