Tahir Choulli

According to our database, Tahir Choulli authored at least 10 papers between 2001 and 2018.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2018

A mathematical modelling tool for unravelling the antibody-mediated effects on CTLA-4 interactions.

Aravindhan Ganesan, Theinmozhi Arulraj, Tahir Choulli, Khaled H. Barakat

BMC Medical Informatics Decis. Mak., 2018

No-arbitrage under a class of honest times.

Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc

Finance Stochastics, 2018

2017

No-arbitrage up to random horizon for quasi-left-continuous models.

Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc

Finance Stochastics, 2017

2015

How non-arbitrage, viability and numéraire portfolio are related.

Tahir Choulli, Jun Deng, Junfeng Ma

Finance Stochastics, 2015

2010

Excess-of-loss reinsurance under taxes and fixed costs.

Tahir Choulli, Michael Taksar

Risk Decis. Anal., 2010

2007

Minimal Hellinger martingale measures of order <i>q</i>.

Tahir Choulli, Christophe Stricker, Jia Li

Finance Stochastics, 2007

2003

A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control.

Tahir Choulli, Michael Taksar, Xun Yu Zhou

SIAM J. Control. Optim., 2003

2001

The Role of Hellinger Processes in Mathematical Finance.

Tahir Choulli, Thomas R. Hurd

Entropy, 2001

An optimization model for a company with constraints on risk control.

Tahir Choulli, Michael Taksar, Xun Yu Zhou

Proceedings of the 40th IEEE Conference on Decision and Control, 2001

Optimal risk control and dividend distribution for a financial corporation with policy constraints.

Tahir Choulli, Michael Taksar, Xun Yu Zhou

Proceedings of the 40th IEEE Conference on Decision and Control, 2001