13 citations · 34 across the 12 of their papers we have counts for
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q-fin.MF2014★ 5 cited
Non-arbitrage for Informational Discrete Time Market Models
Tahir Choulli, Jun Deng
This paper focuses on the stability of the non-arbitrage condition in discrete time market models when some unknown information is partially/fully incorporated into the market.…
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.RM2014★ 1 cited
Structure conditions under progressively added information
Tahir Choulli, Jun Deng
It has been understood that the "local" existence of the Markowitz' optimal portfolio or the solution to the local-risk minimization problem is guaranteed by some specific mathemat…