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~person:"Jeanblanc, Monique"
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Search: subject_exact:"Black-Scholes option pricing model"
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Jeanblanc, Monique
Lee, Cheng F.
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ECONIS (ZBW)
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Double-exponential jump-diffusion processes : a structural model of an endogenous default barrier with a rollover debt structure
Dao Thi Thanh Binh
;
Jeanblanc, Monique
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
2
,
pp. 21-43
Persistent link: https://www.econbiz.de/10009673648
Saved in:
2
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
-
2007
-
Corr. 2. print.
Persistent link: https://www.econbiz.de/10003453129
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3
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
;
Jeanblanc, Monique
-
2003
Persistent link: https://www.econbiz.de/10001702715
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4
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
Saved in:
5
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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