//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Random horizon"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Choulli, Tahir"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Random horizon
Martingal
11
Martingale
11
Theorie
11
Theory
11
Portfolio selection
6
Portfolio-Management
6
CAPM
4
Stochastic process
4
Stochastischer Prozess
4
Deflators
3
Progressive enlargement of filtration
3
Arbitrage
2
Entropie
2
Entropy
2
Incomplete market
2
Informational arbitrage
2
No arbitrage
2
No unbounded profit with bounded risk
2
Numéraire portfolio
2
Quasi-left-continuous semimartingales
2
Stochastic calculus
2
Unvollkommener Markt
2
Utility maximization
2
equivalent martingale measures
2
Asymmetric information
1
Asymmetrische Information
1
Control theory
1
Dividend
1
Dividende
1
Eigeninteresse
1
Finanzmathematik
1
Finanzwissenschaft
1
Fixed costs
1
Fixkosten
1
Honest time
1
Informational risks
1
Insurance
1
Jacod decomposition
1
Kontrolltheorie
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Choulli, Tahir
2
Aksamit, Anna
1
Deng, Jun
1
Jeanblanc, Monique
1
Yansori, Sina
1
Published in...
All
Finance and stochastics
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir
;
Yansori, Sina
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
Saved in:
2
No-arbitrage up to random horizon for quasi-left-continuous models
Aksamit, Anna
;
Choulli, Tahir
;
Deng, Jun
;
Jeanblanc, Monique
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1103-1139
Persistent link: https://www.econbiz.de/10011944480
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->