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)

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