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2. Aksamit, A., Choulli, T., Deng, J. and Jeanblanc, M. (2018): No-arbitrage under a class of honest times. Finance and Stochastics, 22(1), 127-159.

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9. Choulli, T. and Deng, J.(2020): Structure Conditions under Progressively Added Information, Theory Probab. Appl., Vol. 65, No. 3, pp. 418-453 (2020).
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10. Choulli, T., and Yansori, S. (2021). Explicit description of all deflators for market models under random horizon with applications to NFLVR, available on Arxiv.

11. Choulli, T., and Yansori, S. (2022). Log-optimal and numéraire portfolios for market models stopped at a random time, to appear in Finance and Stochastics.

12. Choulli, T., and Yansori, S. (2022). Log-optimal portfolio without NFLVR: existence, complete characterization, and duality, available at arXiv preprint arXiv:1807.06449. To appear in Probability Theory and Applications (TVP), Vol. 67, No. 2.
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13. Choulli, T., Daveloose, C. and Vanmaele, M. (2020): A martingale representation theorem and valuation of defaultable securities, Mathematical Finance, Vol. 30, Issue 4, 1527-1564.

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1. Modeling and pricing credit risk with a focus on recovery risk. (2025). Liu, Haibo ; Tang, Qihe.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002310.

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2. The value of partial information. (2025). Mostovyi, Oleksii ; Ernst, Philip A.
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   RePEc:arx:papers:2505.08943.

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3. Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon. (2024). Choulli, T ; Alsheyab, S.
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   RePEc:arx:papers:2408.04758.

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4. The indifference value of the weak information. (2024). Mostovyi, Oleksii ; Baudoin, Fabrice.
   In: Papers.
   RePEc:arx:papers:2408.02137.

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5. Super-hedging-pricing formulas and Immediate-Profit arbitrage for market models under random horizon. (2024). Choulli, Tahir ; Lepinette, Emmanuel.
   In: Papers.
   RePEc:arx:papers:2401.05713.

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6. The insider trading problem in a jump-binomial model. (2023). Halconruy, Hlne.
   In: Post-Print.
   RePEc:hal:journl:hal-04346427.

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7. Mean Field Game of Optimal Relative Investment with Jump Risk. (2023). Yu, Xiang ; Wang, Shihua ; Bo, Lijun.
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   RePEc:arx:papers:2108.00799.

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8. The insider problem in the trinomial model: a discrete-time jump process approach. (2023). Halconruy, H'Elene.
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   RePEc:arx:papers:2106.15208.

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9. Log-optimal portfolio after a random time: Existence, description and sensitivity analysis. (2022). Choulli, Tahir ; Alharbi, Ferdoos.
   In: Papers.
   RePEc:arx:papers:2204.03798.

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10. Representation for martingales living after a random time with applications. (2022). Choulli, Tahir ; Alharbi, Ferdoos.
    In: Papers.
    RePEc:arx:papers:2203.11072.

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11. Defaultable term structures driven by semimartingales. (2021). Schmidt, Thorsten ; Gumbel, Sandrine.
    In: Papers.
    RePEc:arx:papers:2103.01577.

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12. Explicit description of all deflators for market models under random horizon with applications to NFLVR. (2021). Choulli, Tahir ; Yansori, Sina.
    In: Papers.
    RePEc:arx:papers:1803.10128.

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13. Filtration shrinkage, the structure of deflators, and failure of market completeness. (2020). Ruf, Johannes ; Kardaras, Constantinos.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:24:y:2020:i:4:d:10.1007_s00780-020-00435-2.

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14. A martingale representation theorem and valuation of defaultable securities. (2020). Choulli, Tahir ; Vanmaele, Michele ; Daveloose, Catherine.
    In: Mathematical Finance.
    RePEc:bla:mathfi:v:30:y:2020:i:4:p:1527-1564.

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15. Quadratic Hedging for Sequential Claims with Random Weights in Discrete Time. (2020). Deng, Jun ; Zou, Bin.
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    RePEc:arx:papers:2005.06015.

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16. Log-optimal portfolio and num\eraire portfolio for market models stopped at a random time. (2020). Choulli, Tahir ; Yansori, Sina.
    In: Papers.
    RePEc:arx:papers:1810.12762.

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17. Default Ambiguity. (2019). Fadina, Tolulope ; Schmidt, Thorsten.
    In: Risks.
    RePEc:gam:jrisks:v:7:y:2019:i:2:p:64-:d:238522.

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18. No-arbitrage under additional information for thin semimartingale models. (2019). Choulli, Tahir ; Jeanblanc, Monique ; Deng, Jun ; Aksamit, Anna.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:129:y:2019:i:9:p:3080-3115.

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19. General dynamic term structures under default risk. (2018). Schmidt, Thorsten ; Fontana, Claudio.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:128:y:2018:i:10:p:3353-3386.

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20. Log-optimal portfolio without NFLVR: existence, complete characterization, and duality. (2018). Choulli, Tahir ; Yansori, Sina.
    In: Papers.
    RePEc:arx:papers:1807.06449.

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21. Affine processes beyond stochastic continuity. (2018). Schmidt, Thorsten ; Wardenga, Robert ; Keller-Ressel, Martin.
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    RePEc:arx:papers:1804.07556.

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22. Optimal Credit Investment with Borrowing Costs. (2017). Bo, Lijun ; Capponi, Agostino.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:42:y:2017:i:2:p:546-575.

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23. Robust Optimization of Credit Portfolios. (2017). Bo, Lijun ; Capponi, Agostino.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:42:y:2017:i:1:p:30-56.

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24. General dynamic term structures under default risk. (2017). Schmidt, Thorsten ; Fontana, Claudio.
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    RePEc:arx:papers:1603.03198.

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25. Arbitrage-Free XVA. (2016). Sturm, Stephan ; Bichuch, Maxim ; Capponi, Agostino.
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    RePEc:arx:papers:1608.02690.

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26. Robust Optimization of Credit Portfolios. (2016). Bo, Lijun ; Capponi, Agostino.
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    RePEc:arx:papers:1603.08169.

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27. Arbitrage-Free Pricing of XVA -- Part I: Framework and Explicit Examples. (2016). Sturm, Stephan ; Bichuch, Maxim ; Capponi, Agostino.
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28. Dynamic credit investment in partially observed markets. (2015). Pascucci, Andrea ; Figueroa-Lopez, Jose ; Capponi, Agostino.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:19:y:2015:i:4:p:891-939.

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29. A generalized intensity based framework for single-name credit risk. (2015). Schmidt, Thorsten ; Gehmlich, Frank.
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30. Dynamic Defaultable Term Structure Modelling beyond the Intensity Paradigm. (2015). Schmidt, Thorsten ; Gehmlich, Frank.
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    RePEc:arx:papers:1411.4851.

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31. Pricing vulnerable claims in a Lévy-driven model. (2014). Vargiolu, Tiziano ; Pagliarani, Stefano ; Capponi, Agostino.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:18:y:2014:i:4:p:755-789.

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32. Bilateral credit valuation adjustment for large credit derivatives portfolios. (2014). Bo, Lijun ; Capponi, Agostino.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:18:y:2014:i:2:p:431-482.

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33. ARBITRAGE-FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS. (2014). Pallavicini, Andrea ; Brigo, Damiano ; Capponi, Agostino.
    In: Mathematical Finance.
    RePEc:bla:mathfi:v:24:y:2014:i:1:p:125-146.

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34. Dynamic Credit Investment in Partially Observed Markets. (2014). Pascucci, Andrea ; Jose Enrique Figueroa Lopez, ; Capponi, Agostino.
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    RePEc:arx:papers:1303.2950.

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35. Optimal Investment and Consumption with Default Risk: HARA Utility. (2013). YANG, Xuewei ; Bo, Lijun ; Wang, Yongjin ; Li, Xindan.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:20:y:2013:i:3:p:261-281.

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36. Pricing and static hedging of American-style options under the jump to default extended CEV model. (2013). Vidal Nunes, João Pedro, ; Dias, Jose Carlos ; Ruas, Joo Pedro.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4059-4072.

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37. Bilateral Credit Valuation Adjustment for Large Credit Derivatives Portfolios. (2013). Bo, Lijun ; Capponi, Agostino.
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    RePEc:arx:papers:1305.5575.

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38. Subprime mortgage default. (2011). keenan, donald ; Kau, James ; Lyubimov, Constantine ; Slawson, Carlos V..
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:70:y:2011:i:2-3:p:75-87.

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39. Credit Risk Models with Incomplete Information. (2009). Jarrow, Robert ; Zeng, Yan ; Guo, Xin.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:34:y:2009:i:2:p:320-332.

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