Faouzi Trabelsi

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—This paper is concerned with Monte Carlo simulation of generalized Asian option prices where the underlying asset is modeled by a geometric (finite-activity) Lévy process. A control variate technique is proposed to improve standard Monte Carlo method. Some convergence results for plain Monte Carlo simulation of generalized Asian options are proven, and a(More)
It has been established that the liver, through the afferent pathway of the vagus nerve, can influence insulin secretion. The purpose of the present study was to determine if this influence can be altered by different nutritional status aimed at inducing metabolic changes in the liver. This was carried out by comparing the insulin response 30 min after(More)
It is well known that several amino acids, such as arginine, are potent stimuli for insulin and glucagon secretion from the pancreas. Recently, vagal arginine sensors, which modulate arginine-induced pancreatic hormone secretion, have been reported to exist in the liver. The present investigation was designed to evaluate the role played by gluconeogenesis(More)
The present investigation was designed to evaluate the effect of a selective hepatic vagotomy (HV) on the insulin response in rats fasted for 24 h when blood glucose levels were or were not maintained by a constant glucose infusion. Rats were divided into three dietary groups: one group of normally fed rats, one group of 24-h fasted rats, and one group of(More)