13 citations · 45 across the 19 of their papers we have counts for
7 papers · 1 filter
Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon
T. Choulli, S. Alsheyab
This paper considers the setting governed by , where is the "public" flow of information, and is a random time which might not be -obse…
New Stochastic Fubini Theorems
Tahir Choulli, Martin Schweizer
The classic stochastic Fubini theorem says that if one stochastically integrates with respect to a semimartingale an -mixture of -parametrized integrands , the r…
Optimal stopping problem under random horizon
Tahir Choulli, Safa' Alsheyab
This paper considers a pair , where is a filtration representing the "public" flow of information which is available to all agents overtime, and is…
Reflected backward stochastic differential equations under stopping with an arbitrary random time
Safa Alsheyab, Tahir Choulli
This paper addresses reflected backward stochastic differential equations (RBSDE hereafter) that take the form of \begin{eqnarray*} \begin{cases} dY_t=f(t,Y_t, Z_t)d(t\wedgeτ)+Z_td…
Thin times and random times' decomposition
Anna Aksamit, Tahir Choulli, Monique Jeanblanc
The paper studies thin times which are random times whose graph is contained in a countable union of the graphs of stopping times with respect to a reference filtration …
Arbitrages in a Progressive Enlargement Setting
Anna Aksamit, Tahir Choulli, Jun Deng +1
This paper completes the analysis of Choulli et al. Non-Arbitrage up to Random Horizons and after Honest Times for Semimartingale Models and contains two principal contributions. T…