The following pages link to Monique Jeanblanc-Picqué (Q1265772):
Displayed 14 items.
- Carthaginian enlargement of filtrations (Q5408484) (← links)
- Hedging of Credit Derivatives in Models with Totally Unexpected Default (Q5487016) (← links)
- BSDEs with Singular Terminal Condition and a Control Problem with Constraints (Q5494901) (← links)
- Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy (Q5704192) (← links)
- PARTIAL INFORMATION AND HAZARD PROCESS (Q5704734) (← links)
- PDE approach to valuation and hedging of credit derivatives (Q5711164) (← links)
- Computational Science - ICCS 2004 (Q5712712) (← links)
- Some Remarks on Enlargement of Filtration and Finance (Q6061110) (← links)
- Generalized Cox model for default times (Q6105368) (← links)
- Robust utility maximization problem in model with jumps and unbounded claim (Q6230227) (← links)
- An enlargement of filtration formula with application to progressive enlargement with multiple random times (Q6249018) (← links)
- Joint Hitting-Time Densities for Finite State Markov Processes (Q6249395) (← links)
- SDEs with uniform distributions: Peacocks, Conic martingales and ergodic uniform diffusions (Q6274301) (← links)
- Martingale Representation in the Enlargement of the Filtration Generated by a Point Process (Q6319905) (← links)