Faculty profile
Tahir Choulli
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Research
Latest papers
Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon.
Advances in continuous and discrete models · 2026 · first author
A mathematical modelling tool for unravelling the antibody-mediated effects on CTLA-4 interactions.
BMC medical informatics and decision making · 2018
Latest funding
- $90,000
Informational markets: Risk modelling, risk management and portfolio analysis
NSERC · 2019 · Principal investigator
- $55,000
Stochastic and Mathematical Structures from and for Financial Economics
NSERC · 2014 · Principal investigator
- $125,000
Stochastic tools for financial economics
NSERC · 2009 · Principal investigator
2 publications.
Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon.
Choulli T, Alsheyab S
A mathematical modelling tool for unravelling the antibody-mediated effects on CTLA-4 interactions.
Ganesan A, Arulraj T, Choulli T, Barakat KH
Informational markets: Risk modelling, risk management and portfolio analysis
Principal investigators: Choulli, Tahir
Keywords: Arbitrage theory; informational markets; market's viability; Markets with transaction costs; Mortality and longevity risks; Optimal portfolio; Progressive enlargement of filtration; Random horizons, death times, default,; Risk modelling and risk managament; Stochastic analysis, martingales,
Stochastic and Mathematical Structures from and for Financial Economics
Principal investigators: Choulli, Tahir
Stochastic tools for financial economics
Principal investigators: Choulli, Tahir
Stochastic tools for finance
Principal investigators: Choulli, Tahir
Quantifying and Modelling Information in Financial Markets
Principal investigators: Choulli, Tahir
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
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