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25篇 您的检索式：作者名="Choulli"

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	题名	作者	年代	出处	被引量
1	Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction显示文摘	Choulli T Taksar M Zhou X Y		0，，06：	1
2	A diffusion model for optimal dividend distribution for a company with constraints on risk control显示文摘	Choulli T Taksar M Zhou X Y		0，，06：	1
3	A diffusion model for optimal dividend distributin for a company with constraints on risk control 显示文摘	Choulli T Taksar M Zhou X Y	2003	SIAM J Control Optimal2003，41，：	1
4	The role of Hellinger processes in mathematical finance显示文摘	Choulli T Hurd T R	2001	Entropy2001，3，3：	1
5	Conditional stability in determining a heat source 显示文摘	CHOULLI M YAMAMOTO M	2004	Journal of Inverse and Ill-Posed Problems2004，12，：	1
6	The role of Hellinger process in mathematical finance 显示文摘	Choulli T Hurd T R	2001	Entropy2001，3，3：	1
7	Minimal entropy-hellinger martingale measure in incomplete markets显示文摘	Choulli T Stricher C	2005	Mathematical Finance2005，15，3：	1
8	More on minimal entropy-hellinger martingale measure显示文摘	Choulli T Stricher C	2006	Mathematical Finance2006，16，1：	1
9	Structure condition under initial enlargement of filtration显示文摘We address the question of how the structure condition is affected when one possesses some additional information at the very beginning of the investment period.The structure condition represents essentially an alternative to non-arbitrage conditions for the Markowitz’s portfolio optimization framework,and is crucial for the existence of the optimal portfolio in quadratic utility settings.Herein,we provide practical assumption on the initial market model and the additional information to preserve the structure condition.The stochastic tools that drive this result are a generalization of the Lazaro-Yor representation by Lazaro and Yor(1978)and optional stochastic integral.	CHOULLI Tahir DENG Jun	2017	Science China Mathematics2017，60，2：	1
10	The role of hellingcr processes in mathematical finance显示文摘	Choulli T Hurd T R	2001	Entropy2001，3，：	1
11	A diffusion model for opti- mal dividend distribution for a company with constraints on risk control显示文摘	Choulli T Taksar M Zhou X	2003	SIAM Journal on Control and Optimiza- tion2003，41，6：	1
12	Generic well-posedness of an inverse parabolic problem-the HSlder space approach显示文摘	Choulli M Yamamoto M		0，，03：	1
13	Shear behaviour of full-scale prestressed i-beams made with self compacting concrete显示文摘	Youssef Choulli Antonio R. Marí Antoni Cladera	2008	Materials and Structures2008，，1：	1
14	An inverse parabolic problem with non-zero initial condition显示文摘	Choulli M Yamamoto M		0，，：	1
15	An inverse parabolic problem with nonzero initial condition 显示文摘	Choulli M Yamamoto M	1997	Inverse Problems1997，13，1：	1
16	Conditional stability in determining a heat source显示文摘	CHOULLI M YAMAMOTO M	2004	Journal of Inverse and Ⅲ-Posed Problems2004，12，：	1
17	Use of the domain derivative to prove sym- metry results in partial differential equations 显示文摘	Choulli M Henrot A	1998	Math Naehr1998，192，：	1
18	Shear behaviour of full-scale pretressed i-beams made with self compacting concrete显示文摘	CHOULLI Youssef MARI A R CLADERA A	2008	Materials and Structures2008，41，1：	1
19	Conditional stability in determining a heat source显示文摘	Choulli M Yamamoto M		0，，：	1
20	Classical and impulse stochastic control for the optimal dividend and risk policies of an insurance firm显示文摘	Cadenillas A Choulli T Taksar M	2006	Mathematical Finance2006，16，：	1

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