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ORCIDMonique Jeanblanc
Person information
- affiliation: University of Évry Val d'Essonne, Departement of Mathematics, France
- affiliation: Europlace Institute of Finance, Paris, France
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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, Igor Cialenco, Areski Cousin, Monique Jeanblanc:
Adaptive Robust Control under Model Uncertainty. SIAM J. Control. Optim. 57(2): 925-946 (2019) - 2018
- [j16]Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc:
No-arbitrage under a class of honest times. Finance Stochastics 22(1): 127-159 (2018) - [j15]Monique Jeanblanc, Libo Li, Shiqi Song:
An enlargement of filtration formula with applications to multiple non-ordered default times. Finance Stochastics 22(1): 205-240 (2018) - 2017
- [j14]Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc:
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, Monique Jeanblanc, Shiqi Song:
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, Monique Jeanblanc, Ashkan Nikeghbali:
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, Hélyette Geman, Monique Jeanblanc:
Valuation of default-sensitive claims under imperfect information (Publisher's Erratum). Finance Stochastics 14(1): 153-155 (2010)
2000 – 2009
- 2008
- [j7]Delia Coculescu, Hélyette Geman, Monique Jeanblanc:
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
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