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Partial information and hazard process
Jeanblanc, Monique; Valchev, Stoyan - In: International journal of theoretical and applied finance 8 (2005) 6, pp. 807-838
Persistent link: https://www.econbiz.de/10003133887
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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
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Stochastic volatility Gaussian Heath-Jarrow-Morton models
Valchev, Stoyan - In: Applied mathematical finance 11 (2004) 4, pp. 347-368
Persistent link: https://www.econbiz.de/10002458564
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Financial markets in continuous time
Dana, Rose-Anne; Jeanblanc, Monique; Jeanblanc, Monique - 2003
Persistent link: https://www.econbiz.de/10001702715
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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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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
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Brownian excursions and Parisian barrier options
Chesney, Marc; Jeanblanc, Monique; Yor, Marc - 1996
Persistent link: https://www.econbiz.de/10000930703
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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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Optimization of consumption with labor income
El Karoui, Nicole - In: Finance and stochastics 2 (1998) 4, pp. 409-440
Persistent link: https://www.econbiz.de/10001247133
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Impulse control method and exchange rate
Jeanblanc, Monique - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 161-177
Persistent link: https://www.econbiz.de/10001333347