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~person:"Jeanblanc, Monique"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzschrift"
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1
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
Saved in:
2
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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3
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
Saved in:
4
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
Saved in:
5
On arbitrages arising with honest times
Fontana, Claudio
;
Jeanblanc, Monique
;
Song, Shiqi
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 515-543
Persistent link: https://www.econbiz.de/10010396032
Saved in:
6
Hazard rate for credit risk and hedging defaultable contingent claims
Blanchet-Scalliet, Christophette
;
Jeanblanc, Monique
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10001910889
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