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

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2. 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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3. Mean–variance hedging of contingent claims with random maturity. (2023). Zervos, Mihail ; Kladvko, Kamil.
   In: Mathematical Finance.
   RePEc:bla:mathfi:v:33:y:2023:i:4:p:1213-1247.

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4. Log-optimal and numéraire portfolios for market models stopped at a random time. (2022). Choulli, Tahir ; Yansori, Sina.
   In: Finance and Stochastics.
   RePEc:spr:finsto:v:26:y:2022:i:3:d:10.1007_s00780-022-00477-8.

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5. Bi-revealed utilities in a defaultable universe : a new point of view on consumption.. (2022). Mohamed, Mrad ; Caroline, Hillairet ; Karoui, EL.
   In: Working Papers.
   RePEc:hal:wpaper:hal-03919186.

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6. Explicit description of all deflators for market models under random horizon with applications to NFLVR. (2022). Choulli, Tahir ; Yansori, Sina.
   In: Stochastic Processes and their Applications.
   RePEc:eee:spapps:v:151:y:2022:i:c:p:230-264.

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7. Vulnerable European and American Options in a Market Model with Optional Hazard Process. (2022). Liu, Ruyi ; Rutkowski, Marek.
   In: Papers.
   RePEc:arx:papers:2212.12860.

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8. Well-posedness and penalization schemes for generalized BSDEs and reflected generalized BSDEs. (2022). Liu, Ruyi ; Rutkowski, Marek.
   In: Papers.
   RePEc:arx:papers:2212.12854.

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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. Mortality/Longevity Risk-Minimization with or without Securitization. (2021). Choulli, Tahir ; Vanmaele, Michele ; Daveloose, Catherine.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:14:p:1629-:d:591860.

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12. Reflected backward stochastic differential equations under stopping with an arbitrary random time. (2021). Choulli, Tahir ; Alsheyab, Safa.
    In: Papers.
    RePEc:arx:papers:2107.11896.

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13. Generalized BSDEs with random time horizon in a progressively enlarged filtration. (2021). Rutkowski, Marek ; Li, Libo ; Aksamit, Anna.
    In: Papers.
    RePEc:arx:papers:2105.06654.

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

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

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

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4. The second-order Esscher martingale densities for continuous-time market models. (2024). Choulli, Tahir ; Vanmaele, Michele ; Elazkany, Ella.
   In: Papers.
   RePEc:arx:papers:2407.03960.

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

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6. Log-optimal and numéraire portfolios for market models stopped at a random time. (2022). Choulli, Tahir ; Yansori, Sina.
   In: Finance and Stochastics.
   RePEc:spr:finsto:v:26:y:2022:i:3:d:10.1007_s00780-022-00477-8.

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7. Explicit description of all deflators for market models under random horizon with applications to NFLVR. (2022). Choulli, Tahir ; Yansori, Sina.
   In: Stochastic Processes and their Applications.
   RePEc:eee:spapps:v:151:y:2022:i:c:p:230-264.

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8. Characterisation of L0-boundedness for a general set of processes with no strictly positive element. (2022). Balint, Daniel Agoston.
   In: Stochastic Processes and their Applications.
   RePEc:eee:spapps:v:147:y:2022:i:c:p:51-75.

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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. Mortality/Longevity Risk-Minimization with or without Securitization. (2021). Choulli, Tahir ; Vanmaele, Michele ; Daveloose, Catherine.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:14:p:1629-:d:591860.

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11. Reflected backward stochastic differential equations under stopping with an arbitrary random time. (2021). Choulli, Tahir ; Alsheyab, Safa.
    In: Papers.
    RePEc:arx:papers:2107.11896.

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12. Generalized BSDEs with random time horizon in a progressively enlarged filtration. (2021). Rutkowski, Marek ; Li, Libo ; Aksamit, Anna.
    In: Papers.
    RePEc:arx:papers:2105.06654.

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13. 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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14. 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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15. 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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16. Quadratic Hedging for Sequential Claims with Random Weights in Discrete Time. (2020). Deng, Jun ; Zou, Bin.
    In: Papers.
    RePEc:arx:papers:2005.06015.

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17. Filtration shrinkage, the structure of deflators, and failure of market completeness. (2020). Ruf, Johannes ; Kardaras, Constantinos.
    In: Papers.
    RePEc:arx:papers:1912.04652.

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18. 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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19. 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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20. No-arbitrage under a class of honest times. (2018). Choulli, Tahir ; Jeanblanc, Monique ; Deng, Jun ; Aksamit, Anna.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:22:y:2018:i:1:d:10.1007_s00780-017-0345-3.

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21. 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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22. Mortality/longevity Risk-Minimization with or without securitization. (2018). Choulli, Tahir ; Vanmaele, Michele ; Daveloose, Catherine.
    In: Papers.
    RePEc:arx:papers:1805.11844.

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