Choulli, Tahir
- Thin times and random times' decomposition
2016/05/12 by Aksamit, Anna, Choulli, Tahir, Jeanblanc, Monique · 2 citations
#FOS: Mathematics #Probability (math.PR)
- Reflected backward stochastic differential equations under stopping with an arbitrary random time
2021/07/25 by Safa Alsheyab, Alsheyab, Safa, Tahir Choulli +1 · 1 citation
Economics, Econometrics and Finance · #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Stochastic processes and financial applications
- Optimal stopping problem under random horizon
2023/01/24 by Tahir Choulli, Safa' Alsheyab, Choulli, Tahir +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Auction Theory and Applications #FOS: Mathematics #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications