default search action
Monique Jeanblanc
Person information
- affiliation: University of Évry Val d'Essonne, Departement of Mathematics, France
- affiliation: Europlace Institute of Finance, Paris, France
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2020
- [j19]Monique Jeanblanc, Libo Li:
Characteristics and Constructions of Default Times. SIAM J. Financial Math. 11(3): 720-749 (2020)
2010 – 2019
- 2019
- [j18]Delia Coculescu
, Monique Jeanblanc:
Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices. Finance Stochastics 23(2): 397-421 (2019) - [j17]Tomasz R. Bielecki, Tao Chen
Adaptive Robust Control under Model Uncertainty. SIAM J. Control. Optim. 57(2): 925-946 (2019) - 2018
- [j16]Anna Aksamit
No-arbitrage under a class of honest times. Finance Stochastics 22(1): 127-159 (2018) - [j15]Monique Jeanblanc, Libo Li
An enlargement of filtration formula with applications to multiple non-ordered default times. Finance Stochastics 22(1): 205-240 (2018) - 2017
- [j14]Anna Aksamit
No-arbitrage up to random horizon for quasi-left-continuous models. Finance Stochastics 21(4): 1103-1139 (2017) - 2015
- [j13]Nicole El Karoui, Monique Jeanblanc, Ying Jiao:
Density Approach in Modeling Successive Defaults. SIAM J. Financial Math. 6(1): 1-21 (2015) - [r1]Monique Jeanblanc:
Financial Markets Modeling. Encyclopedia of Systems and Control 2015 - 2014
- [j12]Claudio Fontana
On arbitrages arising with honest times. Finance Stochastics 18(3): 515-543 (2014) - [j11]Stefan Ankirchner, Monique Jeanblanc, Thomas Kruse:
BSDEs with Singular Terminal Condition and a Control Problem with Constraints. SIAM J. Control. Optim. 52(2): 893-913 (2014) - 2012
- [j10]Delia Coculescu
Default times, no-arbitrage conditions and changes of probability measures. Finance Stochastics 16(3): 513-535 (2012) - 2011
- [j9]Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski
Hedging of a credit default swaption in the CIR default intensity model. Finance Stochastics 15(3): 541-572 (2011) - 2010
- [j8]Delia Coculescu
Valuation of default-sensitive claims under imperfect information (Publisher's Erratum). Finance Stochastics 14(1): 153-155 (2010)
2000 – 2009
- 2008
- [j7]Delia Coculescu
Valuation of default-sensitive claims under imperfect information. Finance Stochastics 12(2): 195-218 (2008) - 2007
- [j6]Said Hamadène, Monique Jeanblanc:
On the Starting and Stopping Problem: Application in Reversible Investments. Math. Oper. Res. 32(1): 182-192 (2007) - 2006
- [c3]Tomasz R. Bielecki, Stéphane Crépey, Monique Jeanblanc, Marek Rutkowski:
Arbitrage Pricing of Convertible Securities with Credit Risk. CDC 2006: 2889-2894 - 2004
- [j5]Christophette Blanchet-Scalliet, Monique Jeanblanc:
Hazard rate for credit risk and hedging defaultable contingent claims. Finance Stochastics 8(1): 145-159 (2004) - [j4]Monique Jeanblanc, Peter Lakner, Ashay Kadam
Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy. Math. Oper. Res. 29(3): 649-671 (2004) - [c2]Wojciech Szatzschneider, Monique Jeanblanc, Teresa Kwiatkowska:
Environment and Financial Markets. International Conference on Computational Science 2004: 787-794 - 2000
- [j3]Nadine Bellamy, Monique Jeanblanc:
Incompleteness of markets driven by a mixed diffusion. Finance Stochastics 4(2): 209-222 (2000)
1990 – 1999
- 1999
- [j2]Robert J. Elliott, Monique Jeanblanc:
Incomplete markets with jumps and informed agents. Math. Methods Oper. Res. 50(3): 475-492 (1999) - 1998
- [j1]Nicole El Karoui, Monique Jeanblanc-Picqué:
Optimization of consumption with labor income. Finance Stochastics 2(4): 409-440 (1998) - 1993
- [c1]Monique Jeanblanc-Picqué:
An application of impulse control method to target zone problem. System Modelling and Optimization 1993: 551-559
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-10-07 21:19 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by: