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Tahir Choulli

Identifiers

  • name variant Tahir Choulli 0.60 · backfill

Papers (14)

  1. Second-Order Esscher Pricing for L\'evy Models with Applications: Risk Management and Fear Quantification q-fin.MF · 2024 · author #1
  2. Log-optimal portfolio without NFLVR: existence, complete characterization, and duality q-fin.MF · 2018 · author #1
  3. Mortality/longevity Risk-Minimization with or without securitization q-fin.MF · 2018 · author #1
  4. Thin times and random times' decomposition math.PR · 2016 · author #2
  5. A martingale representation theorem and valuation of defaultable securities q-fin.MF · 2015 · author #1
  6. Non-Arbitrage Under Additional Information for Thin Semimartingale Models q-fin.MF · 2015 · author #2
  7. Non-arbitrage for Informational Discrete Time Market Models q-fin.MF · 2014 · author #1
  8. Non-Arbitrage under a Class of Honest Times q-fin.PR · 2014 · author #1
  9. Structure conditions under progressively added information q-fin.RM · 2014 · author #1
  10. Arbitrages in a Progressive Enlargement Setting math.PR · 2013 · author #2
  11. Non-Arbitrage up to Random Horizon for Semimartingale Models q-fin.PR · 2013 · author #2
  12. Explicit Description of HARA Forward Utilities and Their Optimal Portfolios q-fin.GN · 2013 · author #1
  13. How Non-Arbitrage, Viability and Num\'eraire Portfolio are Related q-fin.GN · 2012 · author #1
  14. Interplay between dividend rate and business constraints for a financial corporation math.PR · 2005 · author #1

Mentions

  • 2410.21649 #1 · arxiv_oai · confidence 0.70 Tahir Choulli
  • 1510.05858 #1 · backfill · confidence 0.70 Tahir Choulli
  • 1505.00997 #2 · backfill · confidence 0.70 Tahir Choulli
  • 1407.1453 #1 · backfill · confidence 0.70 Tahir Choulli
  • 1404.0410 #1 · backfill · confidence 0.70 Tahir Choulli
  • 1403.3459 #1 · backfill · confidence 0.70 Tahir Choulli
  • 1312.2433 #2 · backfill · confidence 0.70 Tahir Choulli
  • 1310.1142 #2 · backfill · confidence 0.70 Tahir Choulli
  • 1307.0785 #1 · backfill · confidence 0.70 Tahir Choulli
  • 1211.4598 #1 · backfill · confidence 0.70 Tahir Choulli

Frequent Coauthors