Profil

Contacter

Maitre assistant - Ecole Nationale d' Ingénieurs de Tunis
azmi.makhlouf@gmail.com

L2-convergence rate for the discretization error of functions of Lévy processes

Takafumi Amaba Nien-Lin Liu Azmi Makhlouf Takwa Saidaoui
Stochastics An International Journal of Probability and Stochastic Processes, pp.-- (7/2019)
Article
Existence and Gaussian bounds for the density of Brownian motion with random drift

Azmi Makhlouf
Communications on Stochastic Analysis, pp.151--162 (6/2016)
Article
Theoretical and numerical study of the performance of 'Pincus' optimisation method

Majed Chemkhi Mohamed Jebalia Azmi Makhlouf
International Journal of Mathematical Modelling and Numerical Optimisation, pp.259--292 (6/2016)
Article
Approximations of non-smooth integral type functionals of one dimensional diffusion processes

Arturo KOHATSU-HIGA Azmi Makhlouf Hoang-Long NGO
Stochastic Processes and their Applications, pp.1881--1909 (6/2014)
Article
Estimates for the density of functionals of SDEs with irregular drift

Arturo KOHATSU-HIGA Azmi Makhlouf
Stochastic Processes and their Applications, pp.1716--1728 (6/2013)
Article
The tracking error rate of the Delta-Gamma hedging strategy

Emmanuel GOBET Azmi Makhlouf
Mathematical Finance, pp.277--309 (6/2012)
Article
L2-time regularity of BSDEs with irregular terminal functions

Emmanuel GOBET Azmi Makhlouf
Stochastic Processes and their Applications, pp.1105--1132 (6/2010)
Article