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~isPartOf:"Finance : revue de l'Association Française de Finance"
~isPartOf:"International journal of theoretical and applied finance"
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Mean-Variance Hedging via Stoc...
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Finance : revue de l'Association Française de Finance
International journal of theoretical and applied finance
FINRISK Working Paper Series
75
Finance and stochastics
34
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Backward stochastic PDE and imperfect hedging
Mania, Michael
;
Tevzadze, Revaz
- In:
International journal of theoretical and applied finance
6
(
2003
)
7
,
pp. 663-692
Persistent link: https://www.econbiz.de/10001820866
Saved in:
2
Risky options simplified
Schweizer, Martin
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10001372090
Saved in:
3
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
Saved in:
4
Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique
;
Leniec, Marta
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
Saved in:
5
Utility maximization with random horizon : a BSDE approach
Jeanblanc, Monique
;
Mastrolia, Thibaut
;
Possamai͏̈, Dylan
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011404177
Saved in:
6
Options exotiques
El Karoui, Nicole
;
Jeanblanc, Monique
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 49-67
Persistent link: https://www.econbiz.de/10001544315
Saved in:
7
Information modeling in finance : special issue
Jeanblanc, Monique
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001578676
Saved in:
8
Financial mathematics
El Karoui, Nicole
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001782527
Saved in:
9
Pricing of contingent claims in a two-dimensional model with random dividends
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1091-1104
Persistent link: https://www.econbiz.de/10003946574
Saved in:
10
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
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