E-LIB Suche - Ergebnisse für: Jeanblanc, Monique

1

On the Construction of Conditional Probability Densities in..:

Gapeev, Pavel V. ; Jeanblanc, Monique
ESAIM: Probability and Statistics. 28 (2024) - p. 62-74 , 2024

Link: https://doi.org/10.1051/..

2

Some Remarks on Enlargement of Filtration and Finance:

, In: Lecture Notes in Mathematics; Mathematics Going Forward,

Jeanblanc, Monique - p. 95-114 , 2022

Link: https://doi.org/10.1007/..

3

Martingale representation in the enlargement of the filtrat..:

Di Tella, Paolo ; Jeanblanc, Monique
Stochastic Processes and their Applications. 131 (2021) - p. 103-121 , 2021

Link: https://doi.org/10.1016/..

4

Characteristics and Constructions of Default Times:

Jeanblanc, Monique ; Li, Libo
SIAM Journal on Financial Mathematics. 11 (2020) 3 - p. 720-749 , 2020

Link: https://doi.org/10.1137/..

5

Enlargement of Filtration in Discrete Time:

, In: Mathematical Lectures from Peking University; From Probability to Finance,

Blanchet-Scalliet, Christophette ; Jeanblanc, Monique - p. 71-144 , 2020

Link: https://doi.org/10.1007/..

6

SDEs with uniform distributions: Peacocks, conic martingale..:

Brigo, Damiano ; Jeanblanc, Monique ; Vrins, Frédéric
Stochastic Processes and their Applications. 130 (2020) 7 - p. 3895-3919 , 2020

Link: https://doi.org/10.1016/..

7

No-arbitrage under additional information for thin semimart..:

Aksamit, Anna ; Choulli, Tahir ; Deng, Jun.
Stochastic Processes and their Applications. 129 (2019) 9 - p. 3080-3115 , 2019

Link: https://doi.org/10.1016/..

8

BSDEs and Enlargement of Filtration:

, In: Springer Proceedings in Mathematics & Statistics; Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications,

Jeanblanc, Monique ; Wu, Dongli - p. 201-220 , 2019

Link: https://doi.org/10.1007/..

9

Integral representations of martingales for progressive enl..:

Aksamit, Anna ; Jeanblanc, Monique ; Rutkowski, Marek
Stochastic Processes and their Applications. 129 (2019) 4 - p. 1229-1258 , 2019

Link: https://doi.org/10.1016/..

10

Some no-arbitrage rules under short-sales constraints, and ..:

Coculescu, Delia ; Jeanblanc, Monique
Finance and Stochastics. 23 (2019) 2 - p. 397-421 , 2019

Link: https://doi.org/10.1007/..

11

Adaptive Robust Control under Model Uncertainty:

Bielecki, Tomasz R. ; Chen, Tao ; Cialenco, Igor..
SIAM Journal on Control and Optimization. 57 (2019) 2 - p. 925-946 , 2019

Link: https://doi.org/10.1137/..

12

Conic martingales from stochastic integrals:

Jeanblanc, Monique ; Vrins, Frédéric
Mathematical Finance. 28 (2017) 2 - p. 516-535 , 2017

Link: https://doi.org/10.1111/..

13

Dynamics of multivariate default system in random environme..:

El Karoui, Nicole ; Jeanblanc, Monique ; Jiao, Ying
Stochastic Processes and their Applications. 127 (2017) 12 - p. 3943-3965 , 2017

Link: https://doi.org/10.1016/..

14

An enlargement of filtration formula with applications to m..:

Jeanblanc, Monique ; Li, Libo ; Song, Shiqi
Finance and Stochastics. 22 (2017) 1 - p. 205-240 , 2017

Link: https://doi.org/10.1007/..

15

No-arbitrage under a class of honest times:

Aksamit, Anna ; Choulli, Tahir ; Deng, Jun.
Finance and Stochastics. 22 (2017) 1 - p. 127-159 , 2017

Link: https://doi.org/10.1007/..