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Monique Jeanblanc

Identifiers

  • name variant Monique Jeanblanc 0.60 · backfill

Papers (21)

  1. Some No-Arbitrage Rules For Converging Asset Prices under Short-Sales Constraints q-fin.MF · 2017 · author #2
  2. Adaptive Robust Control Under Model Uncertainty math.OC · 2017 · author #5
  3. SDEs with uniform distributions: Peacocks, Conic martingales and ergodic uniform diffusions math.PR · 2016 · author #2
  4. Thin times and random times' decomposition math.PR · 2016 · author #3
  5. Conic Martingales from Stochastic Integrals math.PR · 2016 · author #2
  6. Integral representations of martingales for progressive enlargements of filtrations math.PR · 2015 · author #2
  7. Non-Arbitrage Under Additional Information for Thin Semimartingale Models q-fin.MF · 2015 · author #4
  8. Non-Arbitrage under a Class of Honest Times q-fin.PR · 2014 · author #4
  9. Joint Hitting-Time Densities for Finite State Markov Processes math.PR · 2014 · author #2
  10. An enlargement of filtration formula with application to progressive enlargement with multiple random times math.PR · 2014 · author #1
  11. Arbitrages in a Progressive Enlargement Setting math.PR · 2013 · author #4
  12. Non-Arbitrage up to Random Horizon for Semimartingale Models q-fin.PR · 2013 · author #4
  13. BSDEs with singular terminal condition and control problems with constraints math.OC · 2013 · author #2
  14. Information, no-arbitrage and completeness for asset price models with a change point q-fin.PR · 2013 · author #3
  15. Mean-variance hedging via stochastic control and BSDEs for general semimartingales math.PR · 2012 · author #1
  16. On arbitrages arising from honest times q-fin.PM · 2012 · author #2
  17. Robust utility maximization problem in model with jumps and unbounded claim math.PR · 2012 · author #1
  18. Carthaginian Enlargement of Filtrations math.PR · 2011 · author #2
  19. Pricing and trading credit default swaps in a hazard process model math.PR · 2009 · author #2
  20. Default times, non arbitrage conditions and change of probability measures math.PR · 2008 · author #2
  21. Minimal $f^q$-martingale measures for exponential L\'evy processes math.PR · 2007 · author #1

Mentions

  • 1404.0410 #4 · backfill · confidence 0.70 Monique Jeanblanc
  • 1402.7093 #2 · backfill · confidence 0.70 Monique Jeanblanc
  • 1402.3278 #1 · backfill · confidence 0.70 Monique Jeanblanc
  • 1312.2433 #4 · backfill · confidence 0.70 Monique Jeanblanc
  • 1310.1142 #4 · backfill · confidence 0.70 Monique Jeanblanc
  • 1305.6541 #2 · backfill · confidence 0.70 Monique Jeanblanc
  • 1304.0923 #3 · backfill · confidence 0.70 Monique Jeanblanc
  • 1211.6820 #1 · backfill · confidence 0.70 Monique Jeanblanc
  • 1207.1759 #2 · backfill · confidence 0.70 Monique Jeanblanc
  • 1201.2690 #1 · backfill · confidence 0.70 Monique Jeanblanc
  • 1111.3073 #2 · backfill · confidence 0.70 Monique Jeanblanc
  • 0901.2390 #2 · backfill · confidence 0.70 Monique Jeanblanc
  • 0812.4064 #2 · backfill · confidence 0.70 Monique Jeanblanc
  • 0710.5594 #1 · backfill · confidence 0.70 Monique Jeanblanc

Frequent Coauthors