In Christian demonology, the demon associated with lust among the traditional princes of Hell is Asmodeus.
Asmodeus originated in older Jewish and Persian religious traditions before entering Christian demonological literature. In the Book of Tobit, he kills the husbands of Sarah because he desires her, and the archangel Raphael helps Tobias defeat him. This story established his connection with destructive sexual desire and jealousy.
Later Christian writers developed elaborate hierarchies of demons and linked Asmodeus with the deadly sin of lust. A 1409 Lollard manuscript, Lanterne of Light, associated him with that sin, while later demonological works portrayed him as a powerful ruler or prince of Hell. He is also connected in later tradition with gambling, deception, and mathematical or architectural knowledge.
The names in the other options belong to different demonological roles: Leviathan is commonly linked with envy, Beelzebub with gluttony or demonic rulership, and Mammon with greed. Exact rankings vary between sources, but Asmodeus is the standard answer for lust.