Faculty profile
T Choulli
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Read how they describe their research on their University of Alberta profile.
Latest papers
Super-hedging-pricing formulas and immediate-profit arbitrage for market models under random horizon
Finance and Stochastics · 2026 · first author
The second-order Esscher martingale densities for continuous-time market models
Frontiers of Mathematical Finance · 2025 · first author
The Optimal Stopping Problem under a Random Horizon
Mathematics · 2024 · first author
85 publications.
Super-hedging-pricing formulas and immediate-profit arbitrage for market models under random horizon
Tahir Choulli, Emmanuel Lépinette
The second-order Esscher martingale densities for continuous-time market models
Tahir Choulli, Ella Elazkany, Michèle Vanmaele
The Optimal Stopping Problem under a Random Horizon
Tahir Choulli, Safa’ Alsheyab
Second-Order Esscher Pricing for Lévy Models with Applications: Risk Management and Fear Quantification
Tahir Choulli, Ella Elazkany, Vanmaele, Mich`ele
The second-order Esscher martingale densities for continuous-time market models
Tahir Choulli, Ella Elazkany, Michèle Vanmaele
Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon
Tahir Choulli, Safa’ Alsheyab
New Stochastic Fubini Theorems
Tahir Choulli, MARTIN P. SCHWEIZER
Optimal stopping problem under random horizon
Tahir Choulli, Safa' Alsheyab
Representation for martingales living after a random time with applications
Tahir Choulli, Ferdoos Alharbi
Representation for Martingales Living after a Random Time with Applications
Tahir Choulli, Ferdoos Alharbi
Frequent collaborators
- Tahir Choulli and T Choulli: 85 shared papers
- Khaled Barakat and Aravindhan Ganesan: 18 shared papers
- Thomas Hurd and Tahir Choulli: 1 shared paper
- Thomas Hurd and T Choulli: 1 shared paper
- Khaled Barakat and Tahir Choulli: 1 shared paper
- Khaled Barakat and T Choulli: 1 shared paper
- Tahir Choulli and Abel Cadenillas: 1 shared paper
- Tahir Choulli and Aravindhan Ganesan: 1 shared paper
- Abel Cadenillas and T Choulli: 1 shared paper
- Aravindhan Ganesan and T Choulli: 1 shared paper
- Mathematical and Statistical Sciences
- Mathematics & Statistical Sciences
- Science
- Department of Molecular Genetics
- Other
Co-authors at University of Alberta, colored by department. Thicker lines mean more shared papers; select anyone to open their profile and their own map.
Tahir Choulli
Mathematical and Statistical Sciences
85 shared papers, latest 2026
Thomas Hurd
Department of Molecular Genetics
1 shared papers, latest 2001
Khaled Barakat
Faculty
1 shared papers, latest 2018
Abel Cadenillas
Mathematical and Statistical Sciences
1 shared papers, latest 2006
Aravindhan Ganesan
Science
1 shared papers, latest 2018
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Profile data last refreshed on September 29, 2026 from the university directory, publication records and public research funding records.