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~isPartOf:"International journal of theoretical and applied finance"
~person:"Jeanblanc, Monique"
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Jeanblanc, Monique
Levendorskij, Sergej Z.
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Kwok, Yue-Kuen
9
Takahashi, Akihiko
7
Elliott, Robert J.
6
Gapeev, Pavel V.
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International journal of theoretical and applied finance
Finance : revue de l'Association Française de Finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
First-to-default and second-to-default options in models with various information flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012652666
Saved in:
6
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
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