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Valuation of default-sensitive claims under imperfect information
Coculescu, Delia; Geman, Hélyette; Jeanblanc, Monique - In: Finance and stochastics 12 (2008) 2, pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
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Pricing and filtering in a two-dimensional dividend switching model
Gapeev, Pavel V.; Jeanblanc, Monique - In: International journal of theoretical and applied finance 13 (2010) 7, pp. 1001-1017
Persistent link: https://www.econbiz.de/10008906248
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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
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Hedging of a credit default swaption in the CIR default intensity model
Bielecki, Tomasz R.; Jeanblanc, Monique; Rutkowski, Marek - In: Finance and stochastics 15 (2011) 3, pp. 541-572
Persistent link: https://www.econbiz.de/10009303111
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Informationally dynamized Gaussian copula
Crépey, S.; Jeanblanc, Monique; Wu, Dong Li - In: International journal of theoretical and applied finance 16 (2013) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10009748717
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On arbitrages arising with honest times
Fontana, Claudio; Jeanblanc, Monique; Song, Shiqi - In: Finance and stochastics 18 (2014) 3, pp. 515-543
Persistent link: https://www.econbiz.de/10010396032
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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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Default times, no-arbitrage conditions and changes of probability measures
Coculescu, Delia; Jeanblanc, Monique; Nikeghbali, Ashkan - In: Finance and stochastics 16 (2012) 3, pp. 513-535
Persistent link: https://www.econbiz.de/10009562293
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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
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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