| 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 | 173 | 2006 |
| 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 | 171 | 2003 |
| Minimal Hellinger martingale measures of order q T Choulli, C Stricker, J Li Finance and Stochastics 11, 399-427, 2007 | 97 | 2007 |
| ε-martingales and their applications in mathematical finance T Choulli, L Krawczyk, C Stricker Annals of Probability, 853-876, 1998 | 87 | 1998 |
| Excess-of-lossreinsurance for a company with debt liability and constraints onrisk reduction T Choulli, M Taksar, XY Zhou Quantitative Finance 1 (6), 573, 2001 | 82 | 2001 |
| Minimal entropy–Hellinger martingale measure in incomplete markets T Choulli, C Stricker Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 72 | 2005 |
| Deux applications de la décomposition de Galtchouk-Kunita-Watanabe T Choulli, C Stricker Séminaire de Probabilités XXX, 12-23, 2006 | 69 | 2006 |
| Arbitrages in a progressive enlargement setting A Aksamit, T Choulli, J Deng, M Jeanblanc Arbitrage, credit and informational risks, 53-86, 2014 | 49 | 2014 |
| How non-arbitrage, viability and numéraire portfolio are related T Choulli, J Deng, J Ma Finance and Stochastics 19, 719-741, 2015 | 46 | 2015 |
| The Föllmer–Schweizer decomposition: comparison and description T Choulli, N Vandaele, M Vanmaele Stochastic Processes and their Applications 120 (6), 853-872, 2010 | 42 | 2010 |
| More on minimal entropy–Hellinger martingale measure T Choulli, C Stricker Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006 | 39 | 2006 |
| 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 | 36 | 2015 |
| No-arbitrage up to random horizon for quasi-left-continuous models A Aksamit, T Choulli, J Deng, M Jeanblanc Finance and Stochastics 21, 1103-1139, 2017 | 34 | 2017 |
| On Fefferman and Burkholder–Davis–Gundy inequalities for ℰ-martingales T Choulli, C Stricker, L Krawczyk Probability theory and related fields 113, 571-597, 1999 | 28 | 1999 |
| No-arbitrage under a class of honest times A Aksamit, T Choulli, J Deng, M Jeanblanc Finance and Stochastics 22, 127-159, 2018 | 27 | 2018 |
| The role of Hellinger processes in mathematical finance T Choulli, TR Hurd Entropy 3 (3), 150-161, 2001 | 27 | 2001 |
| A martingale representation theorem and valuation of defaultable securities T Choulli, C Daveloose, M Vanmaele Mathematical finance 30 (4), 1527-1564, 2020 | 25 | 2020 |
| No-arbitrage for informational discrete time market models T Choulli, J Deng Stochastics 89 (3-4), 628-653, 2017 | 24 | 2017 |
| Non-arbitrage up to random horizon for semimartingale models A Aksamit, T Choulli, J Deng, M Jeanblanc arXiv preprint arXiv:1310.1142, 2013 | 23 | 2013 |
| No-arbitrage under additional information for thin semimartingale models A Aksamit, T Choulli, J Deng, M Jeanblanc Stochastic Processes and their Applications 129 (9), 3080-3115, 2019 | 18* | 2019 |
