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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
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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
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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
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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
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