13 citations · 45 across the 19 of their papers we have counts for
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q-fin.MF2015
A martingale representation theorem and valuation of defaultable securities
Tahir Choulli, Catherine Daveloose, Michèle Vanmaele
We consider a market model where there are two levels of information. The public information generated by the financial assets, and a larger flow of information that contains addit…
q-fin.MF2015★ 1 cited
Non-Arbitrage Under Additional Information for Thin Semimartingale Models
Anna Aksamit, Tahir Choulli, Jun Deng +1
This paper completes the two studies undertaken in \cite{aksamit/choulli/deng/jeanblanc2} and \cite{aksamit/choulli/deng/jeanblanc3}, where the authors quantify the impact of a ran…