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Risk-minimizing hedging strategies under restricted information
Schweizer, Martin - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 327-342
Persistent link: https://www.econbiz.de/10001185075
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Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.; Crépey, Stéphane; Jeanblanc, Monique - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
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On models of default risk
Elliott, Robert J. R.; Jeanblanc, Monique; Yor, Marc - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 179-195
Persistent link: https://www.econbiz.de/10002177437
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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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Robustness of the black and scholes formula
El Karoui, Nicole - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 93-126
Persistent link: https://www.econbiz.de/10001242959
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Impulse control method and exchange rate
Jeanblanc, Monique - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 161-177
Persistent link: https://www.econbiz.de/10001333347
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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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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