Tahir Choulli - researchr alias

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Viewing Publication 1 - 10 from 10

2018

No-arbitrage under a class of honest timesAnna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc. fs, 22(1):127-159, 2018. [doi]

A mathematical modelling tool for unravelling the antibody-mediated effects on CTLA-4 interactionsAravindhan Ganesan, Theinmozhi Arulraj, Tahir Choulli, Khaled H. Barakat. midm, 18(1), 2018. [doi]

2017

No-arbitrage up to random horizon for quasi-left-continuous modelsAnna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc. fs, 21(4):1103-1139, 2017. [doi]

2015

How non-arbitrage, viability and numéraire portfolio are relatedTahir Choulli, Jun Deng, Junfeng Ma. fs, 19(4):719-741, 2015. [doi]

2010

Excess-of-loss reinsurance under taxes and fixed costsTahir Choulli, Michael Taksar. rda, 2(2):85-101, 2010. [doi]

2007

qTahir Choulli, Christophe Stricker, Jia Li. fs, 11(3):399-427, 2007. [doi]

2003

A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk ControlTahir Choulli, Michael Taksar, Xun Yu Zhou. siamco, 41(6):1946-1979, 2003. [doi]

2001

The Role of Hellinger Processes in Mathematical FinanceTahir Choulli, Thomas R. Hurd. entropy, 3(3):150-161, 2001. [doi]

An optimization model for a company with constraints on risk controlTahir Choulli, Michael Taksar, Xun Yu Zhou. cdc 2001: 4571-4576 [doi]

Optimal risk control and dividend distribution for a financial corporation with policy constraintsTahir Choulli, Michael Taksar, Xun Yu Zhou. cdc 2001: 4559-4564 [doi]

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