Narrow search
Showing 1 - 4 of 4
Cover Image
A martingale representation theorem and valuation of defaultable securities
Choulli, Tahir; Daveloose, Catherine; Vanmaele, Michèle - In: Mathematical Finance 30 (2020) 4, pp. 1527-1564
Persistent link: https://www.econbiz.de/10012283189
Cover Image
MORE ON MINIMAL ENTROPY-HELLINGER MARTINGALE MEASURE
Choulli, Tahir; Stricker, Christophe - In: Mathematical Finance 16 (2006) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10005139699
Cover Image
MINIMAL ENTROPY-HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS
Choulli, Tahir; Stricker, Christophe - In: Mathematical Finance 15 (2005) 3, pp. 465-490
Persistent link: https://www.econbiz.de/10005139711
Cover Image
CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
Cadenillas, Abel; Choulli, Tahir; Taksar, Michael; … - In: Mathematical Finance 16 (2006) 1, pp. 181-202
Persistent link: https://www.econbiz.de/10005193383