Fathi Abid
Université de Sfax
H-index: 16
Africa-Tunisia
Top articles of Fathi Abid
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Firms' financial structure with contingent convertible debt, risky debt and multiple growth options | China Finance Review International | Ons Triki Fathi Abid | 2023/4/7 |
A methodology to estimate the optimal debt ratio when asset returns, and default probability follow stochastic processes. | Journal of Industrial & Management Optimization | Amira Abid Fathi Abid | 2023/10/1 |
Revue of contingent capital pricing model using growth and barrier option approach with numerical application | Journal of Mathematics and Modeling in Finance | Fathi Abid Ons Triki Asma Khadimallah | 2023/9/1 |
Modeling of Contingent Capital Under a Double Exponential JumpDiffusion Model with Switching Regime | The Eurasia Proceedings of Educational and Social Sciences | Ons TRIKI ABID Fathi | 2022/12/14 |
First Passage Time Model Based on Lévy Process for Contingent Convertible Bond Pricing | The Eurasia Proceedings of Educational and Social Sciences | Asma KHADIMALLAH ABID Fathi | 2022/12/14 |
Stochastic optimal control with Contingent Convertible Bond in banking industry | Journal of Mathematics and Modeling in Finance | Asma Khadimallah Fathi Abid | 2022/12/1 |
Contingent convertible lease modeling and credit risk management | Financial Innovation | Ons Triki Fathi Abid | 2022/9/29 |
Time-frequency wavelet analysis of stock-market co-movement between and within geographic trading blocs | Bilel Kaffel Fathi Abid | 2021 | |
The Investors’ Behavior towards the Relationship between Bitcoin, Litcoin, Dash Coins, and Gold: A Portfolio Modeling Approach | Journal of Mathematical Finance | Asma Maghrebi Fathi Abid | 2021/6/9 |
CDS-based implied probability of default estimation | The Journal of Risk Finance | Amira Abid Fathi Abid Bilel Kaffel | 2020/7/21 |
Applying dynamic training-subset selection methods using genetic programming for forecasting implied volatility | arXiv preprint arXiv:2007.07207 | Sana Ben Hamida Wafa Abdelmalek Fathi Abid | 2020/6/29 |
