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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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Financial markets in continuous time
Dana, Rose-Anne; Jeanblanc, Monique; Jeanblanc, Monique - 2003
Persistent link: https://www.econbiz.de/10001702715
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Double-exponential jump-diffusion processes : a structural model of an endogenous default barrier with a rollover debt structure
Dao Thi Thanh Binh; Jeanblanc, Monique - In: The journal of credit risk : published quarterly by … 8 (2012) 2, pp. 21-43
Persistent link: https://www.econbiz.de/10009673648
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Incomepleteness of markets driven by a mixed diffusion
Bellamy, N.; Jeanblanc, Monique - In: Finance and stochastics 4 (2000) 2, pp. 209-222
Persistent link: https://www.econbiz.de/10001487034
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Robustness of the black and scholes formula
El Karoui, Nicole - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 93-126
Persistent link: https://www.econbiz.de/10001242959
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From structural assumptions to a link between assets and interrest rates
Reiß, Oliver; Schoenmakers, John; Schweizer, Martin - In: Journal of economic dynamics & control 31 (2007) 2, pp. 593-612
Persistent link: https://www.econbiz.de/10003412327
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On feedback effects from hedging derivatives
Platen, Eckhard - In: Mathematical finance : an international journal of … 8 (1998) 1, pp. 67-84
Persistent link: https://www.econbiz.de/10001240796