13 citations · 45 across the 19 of their papers we have counts for
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math.PR2013
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…
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…
q-fin.GN2013★ 5 cited
Explicit Description of HARA Forward Utilities and Their Optimal Portfolios
Tahir Choulli, Junfeng Ma
This paper deals with forward performances of HARA type. Precisely, for a market model in which stock price processes are modeled by a locally bounded -dimensional semimartingal…