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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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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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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
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SDEs with uniform distributions : peacocks, conic martingales and mean reverting uniform diffusions
Brigo, Damiano; Jeanblanc, Monique; Vrins, Frédéric - 2016 - This version: December 9, 2016
Persistent link: https://www.econbiz.de/10011894452
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No-arbitrage up to random horizon for quasi-left-continuous models
Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique - In: Finance and stochastics 21 (2017) 4, pp. 1103-1139
Persistent link: https://www.econbiz.de/10011944480
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No-arbitrage under a class of honest times
Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique - In: Finance and stochastics 22 (2018) 1, pp. 127-159
Persistent link: https://www.econbiz.de/10011945638
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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
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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
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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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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