Associate Professor of Mathematics (Professeur Agrégé), Preparatory Institute of Engineering Studies, University of Carthage, Tunisia
RESEARCH INTERESTS
- Financial Mathematics
- Stochastic Calculus
- Probability
- Riesz Spaces
- Operator Theory
- Functional Analysis
PUBLICATIONS
- No-arbitrage conditions and pricing from discrete-time to continuous-time strategies (co-author: Lepinette Emmanuel). Annals of finance 2023.
- Conditional supremum in Riesz spaces and applications.(co-authors: Azouzi Youssef Mohamed Amine Ben Amor, Marwa Masmoudi ). Journal of mathematical analysis and applications. 2023.
- Ordered structures with applications in economics and finance proceeding. Conditional indicators (co-author: Lepinette Emmanuel) Quaestiones mathematicaes.
- Super-hedging an arbitrary number of European options with integer-valued strategies (co-authors: Lepinette Emmanuel, Mariem El Mansour). Journal of optimization theory and applications.
- Stochastic Riesz spaces with applications in theoretical finance (co-author: Lepinette Emmanuel).
CONFERENCE TALKS
- Conference on ordered spaces and their applications. Kenitra, Morocco. Conditional indicators applied to arbitrage theory and pricing in mathematical finance.
- Positivity XI, Ljubljana, Slovenia. Conditional indicators.
- Conference on ordered spaces and their applications. Tozeur, Tunisia. No-arbitrage conditions and pricing from discrete-time to continuous-time strategies.
- Functional analysis and operators theory. Kruger National Park, South Africa. Conditional operators:conditional expectation and conditional supremum.