Monique JEANBLANC
Monique JEANBLANC
Professeur émérite mathématiques, université d' Evry
Verified email at univ-evry.fr
Title
Cited by
Cited by
Year
Credit risk: modeling, valuation and hedging
TR Bielecki, M Rutkowski
Springer Science & Business Media, 2013
17052013
Mathematical methods for financial markets
M Jeanblanc, M Yor, M Chesney
Springer Science & Business Media, 2009
8042009
Robustness of the Black and Scholes formula
NE Karoui, M Jeanblanc‐Picquè, SE Shreve
Mathematical finance 8 (2), 93-126, 1998
4941998
Optimization of the flow of dividends
M Jeanblanc-Picqué, AN Shiryaev
Uspekhi Matematicheskikh Nauk 50 (2), 25-46, 1995
3671995
On models of default risk
RJ Elliott, M Jeanblanc, M Yor
Mathematical Finance 10 (2), 179-195, 2000
3122000
Brownian excursions and Parisian barrier options
M Chesney, M Jeanblanc-Picqué, M Yor
Advances in Applied Probability 29 (1), 165-184, 1997
2751997
Compactification methods in the control of degenerate diffusions: existence of an optimal control
K Nicole el, N Du'hŪŪ, JP Monique
Stochastics: an international journal of probability and stochastic …, 1987
2321987
Optimal portfolio for a small investor in a market model with discontinuous prices
M Jeanblanc-Picque, M Pontier
Applied mathematics and optimization 22 (1), 287-310, 1990
2171990
Financial markets in continuous time
RA Dana, M Jeanblanc
Springer Science & Business Media, 2007
2042007
Springer Lecture Notes in Math
D Henry, B Teissier, F Norguet
Suffisance des familles de jets et équisingularité 482, 1974
2041974
Optimization of consumption with labor income
N El Karoui, M Jeanblanc-Picqué
Finance and Stochastics 2 (4), 409-440, 1998
1781998
On the starting and stopping problem: application in reversible investments
S Hamadène, M Jeanblanc
Mathematics of Operations Research 32 (1), 182-192, 2007
1592007
Hazard rate for credit risk and hedging defaultable contingent claims
C Blanchet-Scalliet, M Jeanblanc
Finance and Stochastics 8 (1), 145-159, 2004
1592004
Optimal portfolio management with American capital guarantee
N El Karoui, M Jeanblanc, V Lacoste
Journal of Economic Dynamics and Control 29 (3), 449-468, 2005
1402005
Incompleteness of markets driven by a mixed diffusion.
N Bellamy, M Jeanblanc
Finance & Stochastics 4 (2), 2000
1382000
What happens after a default: the conditional density approach
N El Karoui, M Jeanblanc, Y Jiao
Stochastic processes and their applications 120 (7), 1011-1032, 2010
1352010
Modelling of default risk: an overview
M Jeanblanc, M Rutkowski
Mathematical finance: theory and practice, 171-269, 2000
1352000
Hedging of defaultable claims
TR Bielecki, M Jeanblanc, M Rutkowski
Paris-Princeton Lectures on Mathematical Finance 2003, 1-132, 2004
1312004
Impulse control method and exchange rate
M Jeanblanc‐Picqué
Mathematical Finance 3 (2), 161-177, 1993
1301993
Progressive enlargement of filtrations with initial times
M Jeanblanc, Y Le Cam
Stochastic Processes and their Applications 119 (8), 2523-2543, 2009
1032009
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Articles 1–20