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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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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
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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
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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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Information modeling in finance : special issue
Jeanblanc, Monique (contributor) - 2001
Persistent link: https://www.econbiz.de/10001578676
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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
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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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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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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