The following pages link to Monique Jeanblanc-Picqué (Q1265772):
Displayed 50 items.
- Up and down credit risk (Q3064015) (← links)
- PRICING AND FILTERING IN A TWO-DIMENSIONAL DIVIDEND SWITCHING MODEL (Q3067761) (← links)
- Adaptive Robust Control under Model Uncertainty (Q3121333) (← links)
- (Q3158097) (← links)
- (Q3160495) (← links)
- (Q3160496) (← links)
- Enlargement of Filtration with Finance in View (Q3186122) (← links)
- Arbitrages in a Progressive Enlargement Setting (Q3195062) (← links)
- A Note on BSDEs with Singular Driver Coefficients (Q3195068) (← links)
- (Q3199307) (← links)
- PRICING OF CONTINGENT CLAIMS IN A TWO-DIMENSIONAL MODEL WITH RANDOM DIVIDENDS (Q3400130) (← links)
- (Q3400712) (← links)
- Replication of Contingent Claims in a Reduced-Form Credit Risk Model with Discontinuous Asset Prices (Q3424144) (← links)
- UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH (Q3460679) (← links)
- (Q3504643) (← links)
- (Q3511641) (← links)
- Arbitrage pricing of defaultable game options with applications to convertible bonds (Q3605239) (← links)
- (Q3613979) (← links)
- (Q3715998) (← links)
- Existence of an Optimal Markovian Filter for the Control under Partial Observations (Q3805564) (← links)
- Martingale measures and partially observable diffusions (Q3977276) (← links)
- Robustness of the Black and Scholes Formula (Q4213035) (← links)
- (Q4218372) (← links)
- (Q4313036) (← links)
- Brownian Excursions and Parisian Barrier Options (Q4339345) (← links)
- Impulse Control Method and Exchange Rate (Q4372007) (← links)
- (Q4421376) (← links)
- Conditional Default Probability and Density (Q4561933) (← links)
- Some existence results for advanced backward stochastic differential equations with a jump time (Q4606386) (← links)
- Joint densities of hitting times for finite state Markov processes (Q4634119) (← links)
- Conic martingales from stochastic integrals (Q4642730) (← links)
- (Q4657105) (← links)
- Pricing American currency options in an exponential Lévy model (Q4676167) (← links)
- Compactification methods in the control of degenerate diffusions: existence of an optimal control (Q4720486) (← links)
- Optimization of the flow of dividends (Q4884260) (← links)
- (Q4925746) (← links)
- FIRST-TO-DEFAULT AND SECOND-TO-DEFAULT OPTIONS IN MODELS WITH VARIOUS INFORMATION FLOWS (Q5010075) (← links)
- BSDEs and Enlargement of Filtration (Q5038296) (← links)
- CREDIT DEFAULT SWAPS IN TWO-DIMENSIONAL MODELS WITH VARIOUS INFORMATIONS FLOWS (Q5114679) (← links)
- Characteristics and Constructions of Default Times (Q5123452) (← links)
- Enlargement of Filtration in Discrete Time (Q5132612) (← links)
- Full cooperation applied to environmental improvements (Q5245476) (← links)
- ROLE OF INFORMATION IN PRICING DEFAULT-SENSITIVE CONTINGENT CLAIMS (Q5245892) (← links)
- In Memory of Marc Yor (Q5252482) (← links)
- Density Approach in Modeling Successive Defaults (Q5253179) (← links)
- (Q5269990) (← links)
- INFORMATIONALLY DYNAMIZED GAUSSIAN COPULA (Q5299994) (← links)
- DEFAULTABLE CLAIMS IN SWITCHING MODELS WITH PARTIAL INFORMATION (Q5384676) (← links)
- On the Starting and Stopping Problem: Application in Reversible Investments (Q5388024) (← links)
- VALUATION AND HEDGING OF CDS COUNTERPARTY EXPOSURE IN A MARKOV COPULA MODEL (Q5389101) (← links)