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Monique JEANBLANC
Monique JEANBLANC
Professeur émérite mathématiques, université d' Evry
Adresse e-mail validée de univ-evry.fr
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Mathematical methods for financial markets
M Jeanblanc, M Yor, M Chesney
Springer Science & Business Media, 2009
11252009
Mean field games and applications
A Cousin, S Crépey, O Guéant, D Hobson, M Jeanblanc, JM Lasry, ...
Paris-Princeton lectures on mathematical finance 2010, 205-266, 2011
8312011
Robustness of the Black and Scholes formula
NE Karoui, M Jeanblanc‐Picquè, SE Shreve
Mathematical finance 8 (2), 93-126, 1998
5371998
Optimization of the flow of dividends
M Jeanblanc-Picqué, AN Shiryaev
Uspekhi Matematicheskikh Nauk 50 (2), 25-46, 1995
4541995
On models of default risk
RJ Elliott, M Jeanblanc, M Yor
Mathematical Finance 10 (2), 179-195, 2000
3502000
Brownian excursions and Parisian barrier options
M Chesney, M Jeanblanc-Picqué, M Yor
Advances in Applied Probability 29 (1), 165-184, 1997
3181997
Compactification methods in the control of degenerate diffusions: existence of an optimal control
K Nicole el, N Du'hŪŪ, JP Monique
Stochastics: an international journal of probability and stochastic …, 1987
3071987
The Skorokhod embedding problem and model-independent bounds for option prices
A Cousin, S Crépey, O Guéant, D Hobson, M Jeanblanc, JM Lasry, ...
Paris-Princeton lectures on mathematical finance 2010, 267-318, 2011
2642011
Optimal portfolio for a small investor in a market model with discontinuous prices
M Jeanblanc-Picque, M Pontier
Applied mathematics and optimization 22 (1), 287-310, 1990
2401990
Financial markets in continuous time
RA Dana, M Jeanblanc-Picqué, HF Koch
Springer, 2003
2302003
Optimization of consumption with labor income
N El Karoui, M Jeanblanc-Picqué
Finance and Stochastics 2, 409-440, 1998
2231998
On the starting and stopping problem: application in reversible investments
S Hamadène, M Jeanblanc
Mathematics of Operations Research 32 (1), 182-192, 2007
1992007
Hazard rate for credit risk and hedging defaultable contingent claims
C Blanchet-Scalliet, M Jeanblanc
Finance and Stochastics 8, 145-159, 2004
1772004
Optimal portfolio management with American capital guarantee
N El Karoui, M Jeanblanc, V Lacoste
Journal of Economic Dynamics and Control 29 (3), 449-468, 2005
1662005
What happens after a default: the conditional density approach
N El Karoui, M Jeanblanc, Y Jiao
Stochastic processes and their applications 120 (7), 1011-1032, 2010
1562010
Modelling of default risk: an overview
M Jeanblanc, M Rutkowski
Mathematical finance: theory and practice, 171-269, 2000
1532000
Incompleteness of markets driven by a mixed diffusion.
N Bellamy, M Jeanblanc
Finance & Stochastics 4 (2), 2000
1522000
Enlargement of filtration with finance in view
A Aksamit, M Jeanblanc
Springer, 2017
1472017
Optimal investment decisions when time-horizon is uncertain
C Blanchet-Scalliet, N El Karoui, M Jeanblanc, L Martellini
Journal of Mathematical Economics 44 (11), 1100-1113, 2008
1432008
Impulse control method and exchange rate
M Jeanblanc‐Picqué
Mathematical Finance 3 (2), 161-177, 1993
1401993
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