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13
English
2
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Jeanblanc, Monique
14
Coculescu, Delia
3
Rutkowski, Marek
3
Bielecki, Tomasz
2
Bielecki, Tomasz R.
2
Blanchet-Scalliet, Christophette
2
El Karoui, Nicole
2
Geman, Hélyette
2
Blanchet-Scalliet, C.
1
Chesney, Marc
1
Crépey, Stéphane
1
Dao, Binh
1
Elliott, Robert J.
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Hernández-Hernández, Daniel
1
Kadam, Ashay
1
Karoui, Nicole el-
1
Lacoste, Vincent
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Finance and stochastics
5
Finance : revue de l'Association Française de Finance
2
Mathematical methods of operations research
2
Journal de la Société Française de Statistique
1
Journal of economic dynamics & control
1
Journal of mathematical economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics of operations research
1
Risk : managing risk in the world's financial markets
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The journal of credit risk : published quarterly by Incisive Media
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OLC EcoSci
ECONIS (ZBW)
92
RePEc
44
USB Cologne (business full texts)
4
USB Cologne (EcoSocSci)
2
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1
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Bielecki, Tomasz
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 167-188
Persistent link: https://www.econbiz.de/10006626467
Saved in:
2
TERM STRUCTURE OF CREDIT - HJM WITH MULTIPLIES
Bielecki, Tomasz
;
Rutkowski, Marek
- In:
Risk : managing risk in the world's financial markets
13
(
2000
)
4
,
pp. 95-98
Persistent link: https://www.econbiz.de/10007050994
Saved in:
3
Incomplete markets with jumps and informed agents
Elliott, Robert J.
;
Jeanblanc, Monique
- In:
Mathematical methods of operations research
50
(
1999
)
3
,
pp. 475-492
Persistent link: https://www.econbiz.de/10006625969
Saved in:
4
Optimal portfolio management with American capital guarantee
El Karoui, Nicole
;
Jeanblanc, Monique
;
Lacoste, Vincent
- In:
Journal of economic dynamics & control
29
(
2005
)
3
,
pp. 449-468
Persistent link: https://www.econbiz.de/10006748805
Saved in:
5
Optimal Bankruptcy Time and Consumption-Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy
Jeanblanc, Monique
;
Lakner, Peter
;
Kadam, Ashay
- In:
Mathematics of operations research
29
(
2004
)
3
,
pp. 649-671
Persistent link: https://www.econbiz.de/10006417592
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
Persistent link: https://www.econbiz.de/10008215018
Saved in:
7
Valuation of default-sensitive claims under imperfect information
Coculescu, Delia
;
Geman, Hélyette
;
Jeanblanc, Monique
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10008221307
Saved in:
8
III Information et risque de défaut
Blanchet-Scalliet, C.
;
Jeanblanc, Monique
- In:
Journal de la Société Française de Statistique
141
(
2000
)
1-2
,
pp. 87-102
Persistent link: https://www.econbiz.de/10006776387
Saved in:
9
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/10008103933
Saved in:
10
Optimal investment decisions when time-horizon is uncertain
Blanchet-Scalliet, Christophette
;
El Karoui, Nicole
; …
- In:
Journal of mathematical economics
44
(
2008
)
11
,
pp. 1100-1113
Persistent link: https://www.econbiz.de/10008110413
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