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person:"Jeanblanc, Monique"
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Search: subject_exact:"Optionsbewertung"
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Option pricing theory
19
Optionspreistheorie
19
Theorie
10
Theory
10
Stochastic process
8
Stochastischer Prozess
8
CAPM
5
Credit risk
4
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4
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3
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3
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3
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English
18
French
2
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Jeanblanc, Monique
Madan, Dilip B.
90
Cui, Zhenyu
73
Fabozzi, Frank J.
67
Joshi, Mark S.
66
Härdle, Wolfgang
64
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
52
Elliott, Robert J.
48
Jacobs, Kris
46
Hull, John
39
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
36
Jarrow, Robert A.
34
Lee, Cheng F.
34
Schlögl, Erik
34
Kim, Young Shin
33
Chesney, Marc
32
Fusai, Gianluca
32
Wang, Xingchun
32
Christoffersen, Peter F.
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Račev, Svetlozar T.
30
Barone-Adesi, Giovanni
29
Schwartz, Eduardo S.
29
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Schoenmakers, John
28
Wong, Hoi Ying
28
Wystup, Uwe
28
Yang, Zhaojun
28
Alghalith, Moawia
27
Korn, Ralf
27
Perrakis, Stylianos
27
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Chambre de commerce et d'industrie de Paris
1
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International journal of theoretical and applied finance
6
Finance : revue de l'Association Française de Finance
3
Springer finance / Textbook
2
Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance and stochastics
1
Indifference pricing : theory and applications
1
Les cahiers de recherche / HEC Paris
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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1
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
1
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ECONIS (ZBW)
19
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19
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1
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
Saved in:
2
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
Saved in:
3
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:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Mathematical methods for financial markets
Jeanblanc, Monique
;
Yor, Marc
;
Chesney, Marc
-
2009
Persistent link: https://www.econbiz.de/10003777520
Saved in:
8
Indifference pricing of defaultable claims
Bielecki, Tomasz R.
;
Jeanblanc, Monique
- In:
Indifference pricing : theory and applications
,
(pp. 211-240)
.
2009
Persistent link: https://www.econbiz.de/10003807588
Saved in:
9
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
Saved in:
10
Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
Saved in:
11
Default-risky bond prices with jumps, liquidity risk and incomplete information
Jeanblanc, Monique
;
Valchev, Stoyan
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10003630273
Saved in:
12
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
-
2007
-
Corr. 2. print.
Persistent link: https://www.econbiz.de/10003453129
Saved in:
13
Modeling and valuation of credit risk
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 27-126)
.
2004
Persistent link: https://www.econbiz.de/10002526431
Saved in:
14
Pricing American currency options in an exponential Lévy model
Chesney, Marc
;
Jeanblanc, Monique
- In:
Applied mathematical finance
11
(
2004
)
3
,
pp. 207-225
Persistent link: https://www.econbiz.de/10002243475
Saved in:
15
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
;
Jeanblanc, Monique
-
2003
Persistent link: https://www.econbiz.de/10001702715
Saved in:
16
Financial mathematics
El Karoui, Nicole
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001782527
Saved in:
17
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:
18
Options exotiques
El Karoui, Nicole
;
Jeanblanc, Monique
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 49-67
Persistent link: https://www.econbiz.de/10001544315
Saved in:
19
Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
-
1996
Persistent link: https://www.econbiz.de/10000930703
Saved in:
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