T Choulli, PhD

Professor, Faculty of Science - Mathematics & Statistical Sciences

Contact

Professor, Faculty of Science - Mathematics & Statistical Sciences
Email
tchoulli@ualberta.ca
Phone
(780) 492-9078
Address
663 Central Academic Building
11324 - 89 Ave NW
Edmonton AB
T6G 2G1

Overview

Research

Areas

Mathematical Finance, Informational Markets, Arbitrage theory, Mathematical Insurance, Risk Quantification and Risk Management, Backward Stochastic Differential Equations, Stochastic Analysis.

Scholarly Activities

Research - CONFERENCES and WORKSHOPS:

  • -Invited as key-notes speaker at the 11th Bachelier Colloquium, M´etabief, France, January 15-21, 2018
  • -Invited as key-notes speaker at the 8th Bachelier Colloquium 2014 (January 12-18), M´etabief, France.

  • -Invited as key-notes speaker at the Seventh Bachelier Colloquium 2013 (January 13-20), M´etabief, France.

  • -Invited speaker to “The international Workshop on Mathematical Finance and Insurance” in honor of Sir James Mirrlees, the 1996 Nobel Price in Economics. Lijiang, China, in May 27- Jun 03/2006.

  • -Invited speaker to “The international Workshop on Mathematical Finance and Insurance”in honor of Harry Markowitz, the 1990 Nobel Price in Economics. Yellow Mountains, Tunxi, China, in May 24-31, 2004


Research - Graduate Students

Featured Publications

Tahir Choulli, Catherine Daveloose and Michele Vanmaele

Mathematical Finance. 2020 April;


Ania Aksamit, Tahir Choulli, Jun Deng and Monique Jeanblanc

Stochastic Processes and their aplications. 2018 September; 129 (9):3080-3115


Ania Aksamit, Tahir Choulli, Jun Deng and Monique Jeanblanc

Finance and Stochastics. 2017 November; 22


Anna Aksamit , Tahir Choulli, Jun Deng and Monique Jeanblanc

Finance and Stochastics. 2017 June; 21


Tahir Choulli and Jun Deng

Stochastics: An International Journal of Probability and Stochastic Processes. 2017 January; 89 (3-4):628-653


Tahir Choulli and Junfeng Ma

Theory of Probability and Its Applications. 2017 January; 61 (1):57-93


Tahir Choulli and Jun Deng

2016 November; 60


Tahir Choulli and Martin Schweizer

Stochastics. 2016 January; 88 (2):191-266


Tahir Choulli, Jun Deng and Junfeng Ma

Finance and Stochastics. 2015 July; 19


On an Optional Semimartingale decomposition and the existence of the deflator in an enlarged filtration

Anna Aksamit , Tahir Choulli, and Monique Jeanblanc

Seminaires de Probabilites, Lecture Notes in Mathematics 2137. 2015 January;


Tahir Choulli, Junfeng Ma, and Marie-Amelie Morlais

Inspired by Finance. 2014 January;


Tahir Choulli, Nele Vandaele, and Michele Vanmaele

Stochastics Processes and their applications,. 2010 February; 120 (6):853- 872


Excess-of-Loss reinsurance under taxes and fixed costs,

Tahir Choulli and Michale Taksar

Risk and Decision Analysis,. 2010 January; 2 (2):85-101


Tahir Choulli and Christophe Stricker

Stochastic Processes and their applications. 2008 July; 119 (4):1368-1385


Tahir Choulli, Christophe Stricker and Jia Li:

Finance and Stochastics. 2007 May; 11


Tahir Choulli and Christophe Stricker

Mathematical Finance. 2006 January; 16 (1):1-19


Abel Cadenillas, Tahir Choulli, Michael Taksar and Lei Zhang:

Mathematical Finance. 2006 January;


Tahir Choulli and Christophe Stricker

Mathematical Finance. 2005 June; 15 (3):464-490


Tahir Choulli, Michael Taksar and Xun-Yu Zhou

Annals of Applied Probability. 2004 November; 14 (4):1810-1837


Tahir Choulli, Michael Taksar and Xun-Yu Zhou

SIAM Journal on Control and Optimization. 2003 January; 41 (6):1946-1979


Tahir Choulli, Michael Taksar and Xun-Yu Zhou

Quantitative Finance. 2001 November; 1 (6):573-596


Tahir Choulli and Tom Hurd

Entropy . 2001 September; 3 (3):150-161


Tahir Choulli, Christophe Stricker, and Leszek Krawczyk

Probability Theory and Related Fields. 1999 January;


Epsilon-martingales and their applications in Mathematical Finance

Tahir Choulli, Leszek Krawczyk, and Christophe Stricker

Annals of Probability. 1998 April; 26 (2):853-876


Separation d’une sur-et sousmartingale par une martingale

Tahir Choulli and Christophe Stricker:

S´eminaires de Probabilit´es XXXII, Lectures Notes in Mathematics. 1998 January;


Tahir Choulli and Christophe Stricker

S´eminaires de Probabilit´es XXX, Lectures Notes In Mathematics. 1998 January;