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Tahir Choulli
Tahir Choulli
Unknown affiliation
Verified email at ualberta.ca
Title
Cited by
Cited by
Year
Classical and impulse stochastic control for the optimization of the dividend and risk policies of an insurance firm
A Cadenillas, T Choulli, M Taksar, L Zhang
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006
1622006
A diffusion model for optimal dividend distribution for a company with constraints on risk control
T Choulli, M Taksar, XY Zhou
SIAM Journal on Control and Optimization 41 (6), 1946-1979, 2003
1442003
Minimal Hellinger martingale measures of order q
T Choulli, C Stricker, J Li
Finance and Stochastics 11 (3), 399-427, 2007
902007
ε-martingales and their applications in mathematical finance
T Choulli, L Krawczyk, C Stricker
Annals of Probability, 853-876, 1998
811998
Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction
T Choulli, M Taksar, XY Zhou
Quantitative Finance 1 (6), 573, 2001
762001
Minimal entropy–Hellinger martingale measure in incomplete markets
T Choulli, C Stricker
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005
662005
Deux applications de la décomposition de Galtchouk-Kunita-Watanabe
T Choulli, C Stricker
Séminaire de Probabilités XXX, 12-23, 1996
641996
Deux applications de la décomposition de Galtchouk-Kunita-Watanabe
T Choulli, C Stricker
Séminaire de Probabilités XXX, 12-23, 1996
591996
How non-arbitrage, viability and numéraire portfolio are related
T Choulli, J Deng, J Ma
Finance and Stochastics 19 (4), 719-741, 2015
442015
Arbitrages in a progressive enlargement setting
A Aksamit, T Choulli, J Deng, M Jeanblanc
Arbitrage, credit and informational risks, 53-86, 2014
422014
The Föllmer–Schweizer decomposition: comparison and description
T Choulli, N Vandaele, M Vanmaele
Stochastic Processes and their Applications 120 (6), 853-872, 2010
382010
More on minimal entropy–Hellinger martingale measure
T Choulli, C Stricker
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006
382006
On an optional semimartingale decomposition and the existence of a deflator in an enlarged filtration
A Aksamit, T Choulli, M Jeanblanc
In Memoriam Marc Yor-Séminaire de Probabilités XLVII, 187-218, 2015
292015
No-arbitrage up to random horizon for quasi-left-continuous models
A Aksamit, T Choulli, J Deng, M Jeanblanc
Finance and Stochastics 21 (4), 1103-1139, 2017
282017
No-arbitrage under a class of honest times
A Aksamit, T Choulli, J Deng, M Jeanblanc
Finance and Stochastics 22 (1), 127-159, 2018
252018
No-arbitrage under a class of honest times
A Aksamit, T Choulli, J Deng, M Jeanblanc
Finance and Stochastics 22 (1), 127-159, 2018
252018
On Fefferman and Burkholder–Davis–Gundy inequalities for ℰ-martingales
T Choulli, C Stricker, L Krawczyk
Probability theory and related fields 113 (4), 571-597, 1999
241999
Non-arbitrage up to random horizon for semimartingale models
A Aksamit, T Choulli, J Deng, M Jeanblanc
arXiv preprint arXiv:1310.1142, 2013
232013
The role of Hellinger processes in mathematical finance
T Choulli, TR Hurd
Entropy 3 (3), 150-161, 2001
232001
No-arbitrage for informational discrete time market models
T Choulli, J Deng
Stochastics 89 (3-4), 628-653, 2017
212017
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Articles 1–20