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~isPartOf:"International journal of theoretical and applied finance"
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Mean-Variance Hedging via Stoc...
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International journal of theoretical and applied finance
Journal of Economic Dynamics and Control
FINRISK Working Paper Series
75
Finance and stochastics
34
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
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International Journal of Theoretical and Applied Finance (IJTAF)
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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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
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
Saved in:
4
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:
5
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
Saved in:
6
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
Saved in:
7
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:
8
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:
9
Partial information and hazard process
Jeanblanc, Monique
;
Valchev, Stoyan
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 807-838
Persistent link: https://www.econbiz.de/10003133887
Saved in:
10
Information modeling in finance : special issue
Jeanblanc, Monique
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001578676
Saved in:
1
2
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