The following pages link to Tahir Choulli (Q889616):
Displaying 31 items.
- How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
- The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
- Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
- Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) (← links)
- On Fefferman and Burkholder-Davis-Gundy inequalities for \({\mathcal E}\)-martingales (Q1291957) (← links)
- \(\mathcal E\)-martingales and their applications in mathematical finance (Q1307508) (← links)
- (Q1613051) (redirect page) (← links)
- The role of Hellinger processes in mathematical finance (Q1613052) (← links)
- No-arbitrage under a class of honest times (Q1691448) (← links)
- Thin times and random times' decomposition (Q2042766) (← links)
- Log-optimal and numéraire portfolios for market models stopped at a random time (Q2153525) (← links)
- Explicit description of all deflators for market models under random horizon with applications to NFLVR (Q2157327) (← links)
- No-arbitrage under additional information for thin semimartingale models (Q2274293) (← links)
- Structure condition under initial enlargement of filtration (Q2360964) (← links)
- No-arbitrage up to random horizon for quasi-left-continuous models (Q2412394) (← links)
- On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration (Q2798580) (← links)
- Locally Ф-integrable σ-martingale densitiesfor general semimartingales (Q2803516) (← links)
- Explicit Description of HARA Forward Utilities and Their Optimal Portfolios (Q2967981) (← links)
- No-arbitrage for informational discrete time market models (Q2974884) (← links)
- Excess-of-loss reinsurance under taxes and fixed costs (Q3087414) (← links)
- Arbitrages in a Progressive Enlargement Setting (Q3195062) (← links)
- (Q4213414) (← links)
- Three Essays on Exponential Hedging with Variable Exit Times (Q4561930) (← links)
- (Q4892148) (← links)
- Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality (Q5097173) (← links)
- Structure Conditions under Progressively Added Information (Q5131241) (← links)
- MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE (Q5472774) (← links)
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (Q5472784) (← links)
- MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)
- A martingale representation theorem and valuation of defaultable securities (Q5855965) (← links)
- Representation for martingales living after a random time with applications (Q6134135) (← links)
