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Publications of Monique Jeanblanc Monique Jeanblanc-Picqué ( http://dblp.L3S.de/Authors/Monique_Jeanblanc )

URL (Homepage):  https://math.maths.univ-evry.fr/jeanblanc/homepage.html  Author page on DBLP  Author page in RDF  Community of Monique Jeanblanc in ASPL-2

Publication years (Num. hits)
1998-2015 (15) 2017-2019 (5)
Publication types (Num. hits)
article(18) incollection(1) inproceedings(1)
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Found 21 publication records. Showing 20 according to the selection in the facets
Hits ? Authors Title Venue Year Link Author keywords
1Tomasz R. Bielecki, Tao Chen, Igor Cialenco, Areski Cousin, Monique Jeanblanc Adaptive Robust Control under Model Uncertainty. Search on Bibsonomy SIAM J. Control and Optimization The full citation details ... 2019 DBLP  DOI  BibTeX  RDF
1Delia Coculescu, Monique Jeanblanc Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices. Search on Bibsonomy Finance and Stochastics The full citation details ... 2019 DBLP  DOI  BibTeX  RDF
1Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc No-arbitrage under a class of honest times. Search on Bibsonomy Finance and Stochastics The full citation details ... 2018 DBLP  DOI  BibTeX  RDF
1Monique Jeanblanc, Libo Li, Shiqi Song An enlargement of filtration formula with applications to multiple non-ordered default times. Search on Bibsonomy Finance and Stochastics The full citation details ... 2018 DBLP  DOI  BibTeX  RDF
1Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc No-arbitrage up to random horizon for quasi-left-continuous models. Search on Bibsonomy Finance and Stochastics The full citation details ... 2017 DBLP  DOI  BibTeX  RDF
1Nicole El Karoui, Monique Jeanblanc, Ying Jiao Density Approach in Modeling Successive Defaults. Search on Bibsonomy SIAM J. Financial Math. The full citation details ... 2015 DBLP  DOI  BibTeX  RDF
1Monique Jeanblanc Financial Markets Modeling. Search on Bibsonomy Encyclopedia of Systems and Control The full citation details ... 2015 DBLP  DOI  BibTeX  RDF
1Stefan Ankirchner, Monique Jeanblanc, Thomas Kruse BSDEs with Singular Terminal Condition and a Control Problem with Constraints. Search on Bibsonomy SIAM J. Control and Optimization The full citation details ... 2014 DBLP  DOI  BibTeX  RDF
1Claudio Fontana, Monique Jeanblanc, Shiqi Song On arbitrages arising with honest times. Search on Bibsonomy Finance and Stochastics The full citation details ... 2014 DBLP  DOI  BibTeX  RDF
1Delia Coculescu, Monique Jeanblanc, Ashkan Nikeghbali Default times, no-arbitrage conditions and changes of probability measures. Search on Bibsonomy Finance and Stochastics The full citation details ... 2012 DBLP  DOI  BibTeX  RDF
1Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski Hedging of a credit default swaption in the CIR default intensity model. Search on Bibsonomy Finance and Stochastics The full citation details ... 2011 DBLP  DOI  BibTeX  RDF
1Delia Coculescu, Hélyette Geman, Monique Jeanblanc Valuation of default-sensitive claims under imperfect information (Publisher's Erratum). Search on Bibsonomy Finance and Stochastics The full citation details ... 2010 DBLP  DOI  BibTeX  RDF
1Delia Coculescu, Hélyette Geman, Monique Jeanblanc Valuation of default-sensitive claims under imperfect information. Search on Bibsonomy Finance and Stochastics The full citation details ... 2008 DBLP  DOI  BibTeX  RDF
1Said Hamadène, Monique Jeanblanc On the Starting and Stopping Problem: Application in Reversible Investments. Search on Bibsonomy Math. Oper. Res. The full citation details ... 2007 DBLP  DOI  BibTeX  RDF
1Christophette Blanchet-Scalliet, Monique Jeanblanc Hazard rate for credit risk and hedging defaultable contingent claims. Search on Bibsonomy Finance and Stochastics The full citation details ... 2004 DBLP  DOI  BibTeX  RDF
1Monique Jeanblanc, Peter Lakner, Ashay Kadam Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy. Search on Bibsonomy Math. Oper. Res. The full citation details ... 2004 DBLP  DOI  BibTeX  RDF
1Wojciech Szatzschneider, Monique Jeanblanc, Teresa Kwiatkowska Environment and Financial Markets. Search on Bibsonomy International Conference on Computational Science The full citation details ... 2004 DBLP  DOI  BibTeX  RDF
1Nadine Bellamy, Monique Jeanblanc Incompleteness of markets driven by a mixed diffusion. Search on Bibsonomy Finance and Stochastics The full citation details ... 2000 DBLP  DOI  BibTeX  RDF
1Robert J. Elliott, Monique Jeanblanc Incomplete markets with jumps and informed agents. Search on Bibsonomy Math. Meth. of OR The full citation details ... 1999 DBLP  DOI  BibTeX  RDF
1Nicole El Karoui, Monique Jeanblanc-Picqué Optimization of consumption with labor income. Search on Bibsonomy Finance and Stochastics The full citation details ... 1998 DBLP  DOI  BibTeX  RDF
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