Optimal risk control and dividend distribution for a financial corporation with policy constraints. - Tahir Choulli; Michael Taksar; Xun Yu Zhou (CDC, 2001)

An optimization model for a company with constraints on risk control. - Tahir Choulli; Michael Taksar; Xun Yu Zhou (CDC, 2001)

The Role of Hellinger Processes in Mathematical Finance. - Tahir Choulli; Thomas R. Hurd (Entropy, 2001)

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)

Minimal Hellinger martingale measures of order q. - Tahir Choulli; Christophe Stricker; Jia Li (Finance Stochastics, 2007)

Excess-of-loss reinsurance under taxes and fixed costs. - Tahir Choulli; Michael Taksar (Risk Decis. Anal., 2010)

How non-arbitrage, viability and numéraire portfolio are related. - Tahir Choulli; Jun Deng; Junfeng Ma (Finance Stochastics, 2015)

No-arbitrage up to random horizon for quasi-left-continuous models. - Anna Aksamit; Tahir Choulli; Jun Deng; Monique Jeanblanc (Finance Stochastics, 2017)

No-arbitrage under a class of honest times. - Anna Aksamit; Tahir Choulli; Jun Deng; Monique Jeanblanc (Finance Stochastics, 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)