| Arbitrages in a progressive enlargement setting A Aksamit, T Choulli, J Deng, M Jeanblanc Arbitrage, credit and informational risks, 53-86, 2014 | 48 | 2014 |
| How non-arbitrage, viability and numéraire portfolio are related T Choulli, J Deng, J Ma Finance and Stochastics 19, 719-741, 2015 | 45 | 2015 |
| No-arbitrage up to random horizon for quasi-left-continuous models A Aksamit, T Choulli, J Deng, M Jeanblanc Finance and Stochastics 21, 1103-1139, 2017 | 31 | 2017 |
| No-arbitrage under a class of honest times A Aksamit, T Choulli, J Deng, M Jeanblanc Finance and Stochastics 22, 127-159, 2018 | 27 | 2018 |
| No-arbitrage for informational discrete time market models T Choulli, J Deng Stochastics 89 (3-4), 628-653, 2017 | 24 | 2017 |
| Net buying pressure and the information in bitcoin option trades C Alexander, J Deng, J Feng, H Wan Journal of Financial Markets 63, 100764, 2023 | 23 | 2023 |
| Non-arbitrage up to random horizon for semimartingale models A Aksamit, T Choulli, J Deng, M Jeanblanc arXiv preprint arXiv:1310.1142, 2013 | 23 | 2013 |
| Optimal bitcoin trading with inverse futures J Deng, H Pan, S Zhang, B Zou Annals of Operations Research 304 (1), 139-163, 2021 | 19 | 2021 |
| Minimum-variance hedging of bitcoin inverse futures J Deng, H Pan, S Zhang, B Zou Applied Economics 52 (58), 6320-6337, 2020 | 19 | 2020 |
| No-arbitrage under additional information for thin semimartingale models A Aksamit, T Choulli, J Deng, M Jeanblanc Stochastic Processes and their Applications 129 (9), 3080-3115, 2019 | 16 | 2019 |
| Hedging with automatic liquidation and leverage selection on bitcoin futures C Alexander, J Deng, B Zou European Journal of Operational Research 306 (1), 478-493, 2023 | 12 | 2023 |
| Non-arbitrage up to random horizon and after honest times for semimartingale models T Choulli, A Aksamit, J Deng, M Jeanblanc Preprint, available at http://arxiv. org/abs/1310.1142, 2013 | 10 | 2013 |
| Hedging with bitcoin futures: The effect of liquidation loss aversion and aggressive trading C Alexander, J Deng, B Zou arXiv preprint arXiv:2101.01261, 2021 | 7 | 2021 |
| The fundamental theorem of utility maximization and numéraire portfolio T Choulli, J Deng, J Ma Preprint, available at: arXiv 1211, 2012 | 7 | 2012 |
| Static replication of impermanent loss for concentrated liquidity provision in decentralised markets J Deng, H Zong, Y Wang Operations Research Letters 51 (3), 206-211, 2023 | 6 | 2023 |
| Structure conditions under progressively added information T Choulli, J Deng Theory of Probability & Its Applications 65 (3), 418-453, 2020 | 6 | 2020 |
| Structural models under additional information T Choulli, J Deng arXiv preprint arXiv:1403.3459, 2014 | 5 | 2014 |
| Essays on Arbitrage Theory for a Class of Informational Markets J Deng | 5 | 2014 |
| Market efficiency improvements from technical developments of decentralized crypto exchanges C Alexander, X Chen, J Deng, Q Fu Available at SSRN 4495589, 2023 | 3 | 2023 |
| Liquidation, leverage and optimal margin in bitcoin futures markets Z Cheng, J Deng, T Wang, M Yu Applied Economics 53 (47), 5415-5428, 2021 | 3 | 2021 |
Tahir ChoulliVerified email at ualberta.ca
