The following pages link to Monique Jeanblanc-Picqué (Q1265772):
Displaying 50 items.
- (Q402395) (redirect page) (← links)
- Obituary: Marc Yor (24 July 1949 -- 9 July 2014). A beautiful mind has disappeared (Q402396) (← links)
- On arbitrages arising with honest times (Q457179) (← links)
- Hedging of a credit default swaption in the CIR default intensity model (Q483934) (← links)
- Martingale representation property in progressively enlarged filtrations (Q491187) (← links)
- Random times with given survival probability and their \(\mathbb F\)-martingale decomposition formula (Q544525) (← links)
- An explicit model of default time with given survival probability (Q555016) (← links)
- Information, no-arbitrage and completeness for asset price models with a change point (Q740193) (← links)
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- Mathematical methods for financial markets. (Q819974) (← links)
- Valuation of default-sensitive claims under imperfect information (Q928501) (← links)
- Optimal investment decisions when time-horizon is uncertain (Q952683) (← links)
- Optimal portfolio management with American capital guarantee (Q953755) (← links)
- What happens after a default: the conditional density approach (Q981009) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- Optimization of consumption with labor income (Q1265773) (← links)
- (Q1357125) (redirect page) (← links)
- The Feynman-Kac formula and decomposition of Brownian paths (Q1357126) (← links)
- Incompleteness of markets driven by a mixed diffusion (Q1584197) (← links)
- Controlling the occupation time of an exponential martingale (Q1678509) (← links)
- Dynamics of multivariate default system in random environment (Q1679470) (← links)
- No-arbitrage under a class of honest times (Q1691448) (← links)
- An enlargement of filtration formula with applications to multiple non-ordered default times (Q1691452) (← links)
- Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices (Q1739058) (← links)
- Default times, no-arbitrage conditions and changes of probability measures (Q1761456) (← links)
- Self-similar processes with independent increments associated with Lévy and Bessel processes. (Q1766032) (← links)
- Financial markets in continuous time. Translated from the French by Anna Kennedy (Q1852969) (← links)
- Hazard rate for credit risk and hedging defaultable contingent claims (Q1887268) (← links)
- Mean-variance hedging via stochastic control and BSDEs for general semimartingales (Q1931322) (← links)
- Portfolio optimization in a defaultable market under incomplete information (Q1938900) (← links)
- Incomplete markets with jumps and informed agents (Q1974592) (← links)
- Thin times and random times' decomposition (Q2042766) (← links)
- Projections of martingales in enlargements of Brownian filtrations under Jacod's equivalence hypothesis (Q2076599) (← links)
- SDEs with uniform distributions: peacocks, conic martingales and mean reverting uniform diffusions (Q2182620) (← links)
- Semimartingales and shrinkage of filtration (Q2240853) (← links)
- Progressive enlargement of filtrations with initial times (Q2270882) (← links)
- No-arbitrage under additional information for thin semimartingale models (Q2274293) (← links)
- Pricing and trading credit default swaps in a hazard process model (Q2378639) (← links)
- No-arbitrage up to random horizon for quasi-left-continuous models (Q2412394) (← links)
- Integral representations of martingales for progressive enlargements of filtrations (Q2419970) (← links)
- Minimal \(f^q\)-Martingale measures for exponential Lévy processes (Q2475035) (← links)
- Default-risky bond prices with jumps, liquidity risk and incomplete information (Q2477606) (← links)
- On Models of Default Risk (Q2707142) (← links)
- (Q2782358) (← links)
- On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration (Q2798580) (← links)
- Optimization problem under change of regime of interest rate (Q2816571) (← links)
- Convertible Bonds in a Defaultable Diffusion Model (Q2909987) (← links)
- Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives (Q3000885) (← links)
- DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK (Q3005840) (← links)
- Hedging CDO Tranches in a Markovian Environment (Q3061145) (← links)
