Tahir Choulli

Available identifiers

zbMath Open choulli.tahirMaRDI QIDQ889616

List of research outcomes

Publication	Date of Publication	Type
Representation for martingales living after a random time with applications	2023-07-25	Paper
Optimal stopping problem under random horizon: Mathematical structures and linear RBSDEs	2023-01-24	Paper
Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality	2022-08-22	Paper
Explicit description of all deflators for market models under random horizon with applications to NFLVR	2022-07-27	Paper
Log-optimal and numéraire portfolios for market models stopped at a random time	2022-07-05	Paper
Reflected backward stochastic differential equations under stopping with an arbitrary random time	2021-07-25	Paper
Thin times and random times' decomposition	2021-07-21	Paper
A martingale representation theorem and valuation of defaultable securities	2021-03-23	Paper
Structure Conditions under Progressively Added Information	2020-11-05	Paper
No-arbitrage under additional information for thin semimartingale models	2019-09-19	Paper
Three Essays on Exponential Hedging with Variable Exit Times	2018-12-13	Paper
No-arbitrage under a class of honest times	2018-01-16	Paper
No-arbitrage up to random horizon for quasi-left-continuous models	2017-10-23	Paper
Structure condition under initial enlargement of filtration	2017-06-29	Paper
No-arbitrage for informational discrete time market models	2017-04-11	Paper
Explicit Description of HARA Forward Utilities and Their Optimal Portfolios	2017-03-09	Paper
Locally Ф-integrable σ-martingale densitiesfor general semimartingales	2016-05-04	Paper
On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration	2016-04-13	Paper
How non-arbitrage, viability and numéraire portfolio are related	2015-11-09	Paper
Arbitrages in a Progressive Enlargement Setting	2015-10-21	Paper
Excess-of-loss reinsurance under taxes and fixed costs	2011-08-16	Paper
The Föllmer-Schweizer decomposition: comparison and description	2010-07-08	Paper
Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure	2009-05-06	Paper
Minimal Hellinger martingale measures of order \(q\)	2009-02-28	Paper
CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM	2006-06-12	Paper
MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE	2006-06-12	Paper
MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS	2005-09-28	Paper
The role of Hellinger processes in mathematical finance	2002-09-10	Paper
\(\mathcal E\)-martingales and their applications in mathematical finance	2000-06-05	Paper
On Fefferman and Burkholder-Davis-Gundy inequalities for \({\mathcal E}\)-martingales	1999-10-05	Paper
https://portal.mardi4nfdi.de/entity/Q4213414	1999-05-18	Paper
https://portal.mardi4nfdi.de/entity/Q4892148	1997-11-06	Paper
New Stochastic Fubini Theorems	N/A	Paper

Research outcomes over time

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