Narrow search
Showing 41 - 50 of 242
Cover Image
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
Cover Image
Portfolio optimization in a defaultable market under incomplete information
Callegaro, Giorgia; Jeanblanc, Monique; Runggaldier, … - In: Decisions in economics and finance : DEF ; a journal of … 35 (2012) 2, pp. 91-111
Persistent link: https://www.econbiz.de/10009656936
Cover Image
Mathematical methods for financial markets
Jeanblanc, Monique; Yor, Marc; Chesney, Marc - In: Finance : revue de l'Association Française de Finance 31 (2010) 1, pp. 81-85
Persistent link: https://www.econbiz.de/10008660582
Cover Image
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
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
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
Cover Image
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
Cover Image
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
Cover Image
An enlargement of filtration formula with applications to multiple non-ordered default times
Jeanblanc, Monique; Li, Libo; Song, Shiqi - In: Finance and stochastics 22 (2018) 1, pp. 205-240
Persistent link: https://www.econbiz.de/10011945652
Cover Image
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