Narrow search
Showing 1 - 8 of 8
Cover Image
Hazard processes and Martingale Hazard processes
Coculescu, Delia; Nikeghbali, Ashkan - In: Mathematical finance : an international journal of … 22 (2012) 3, pp. 519-537
Persistent link: https://www.econbiz.de/10009613182
Cover Image
Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices
Coculescu, Delia; Jeanblanc, Monique - In: Finance and stochastics 23 (2019) 2, pp. 397-421
Persistent link: https://www.econbiz.de/10012023743
Cover Image
Indifference pricing of defaultable claims
Bielecki, Tomasz R.; Jeanblanc, Monique - In: Indifference pricing : theory and applications, (pp. 211-240). 2009
Persistent link: https://www.econbiz.de/10003807588
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Modeling and valuation of credit risk
Bielecki, Tomasz R.; Jeanblanc, Monique; Rutkowski, Marek - In: Stochastic methods in finance : lectures given at the …, (pp. 27-126). 2004
Persistent link: https://www.econbiz.de/10002526431
Cover Image
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