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~person:"Jeanblanc, Monique"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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A Simple Credit Risk Model wit...
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Jeanblanc, Monique
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29
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28
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2
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ECONIS (ZBW)
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1
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
2
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
Saved in:
3
Conic martingales from stochastic integrals
Jeanblanc, Monique
;
Vrins, Frédéric
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 516-535
Persistent link: https://www.econbiz.de/10012166968
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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:
7
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:
8
Default-risky bond prices with jumps, liquidity risk and incomplete information
Jeanblanc, Monique
;
Valchev, Stoyan
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10003630273
Saved in:
9
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
Saved in:
10
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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