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Financial markets in continuous time
Dana, Rose-Anne; Jeanblanc, Monique; Jeanblanc, Monique - 2003
Persistent link: https://www.econbiz.de/10001702715
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Financial markets in continuous time
Dana, Rose-Anne; Jeanblanc, Monique - 2007 - Corr. 2. print.
Persistent link: https://www.econbiz.de/10003453129
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Financial mathematics
El Karoui, Nicole (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001782527
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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
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Mathematical methods for financial markets
Jeanblanc, Monique; Yor, Marc; Chesney, Marc - In: Finance : revue de l'Association Française de Finance 31 (2010) 1, pp. 81-85
Persistent link: https://www.econbiz.de/10008660582
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DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK
Bielecki, Tomasz R.; Crépey, Stéphane; Jeanblanc, Monique - In: Mathematical Finance 18 (2008) 4, pp. 493-518
Persistent link: https://www.econbiz.de/10005023775
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Options exotiques
Karoui, Nicole el-; Jeanblanc, Monique - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 49-67
Persistent link: https://www.econbiz.de/10009918846
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Mathematical methods for financial markets
Jeanblanc, Monique; Yor, Marc; Chesney, Marc - In: Finance : revue de l'Association Française de Finance 31 (2010) 1, pp. 81-85
Persistent link: https://www.econbiz.de/10009918929
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TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS
Schweizer, Martin; Wissel, Johannes - In: Mathematical Finance 18 (2008) 1, pp. 77-114
Persistent link: https://www.econbiz.de/10005023779
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DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
Klöppel, Susanne; Schweizer, Martin - In: Mathematical Finance 17 (2007) 4, pp. 599-627
Persistent link: https://www.econbiz.de/10005023816