13 citations · 45 across the 19 of their papers we have counts for
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q-fin.PR2014★ 3 cited
Non-Arbitrage under a Class of Honest Times
Tahir Choulli, Anna Aksamit, Jun Deng +1
This paper quantifies the interplay between the non-arbitrage notion of No-Unbounded-Profit-with-Bounded-Risk (NUPBR hereafter) and additional information generated by a random tim…
q-fin.PR2013★ 13 cited
Non-Arbitrage up to Random Horizon for Semimartingale Models
Anna Aksamit, Tahir Choulli, Jun Deng +1
This paper addresses the question of how an arbitrage-free semimartingale model is affected when stopped at a random horizon. We focus on No-Unbounded-Profit-with-Bounded-Risk (cal…