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Disambiguation of "Jeanblanc, Monique"

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No-arbitrage up to random horizon for quasi-left-continuous models.

, , , and . Finance and Stochastics, 21 (4): 1103-1139 (2017)

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Helga Jeanblanc

Monique Silter

Die Bedeutung der Hypoxie-induzierten Genexpression für die Ausbildung einer durch mechanische Last induzierten Myokardhypertrophie. TierH Hannover, (2009)

Monique Lind

Monique Friedrich

Monique Newiak

 

Other publications of authors with the same name

An enlargement of filtration formula with applications to multiple non-ordered default times., , and . Finance and Stochastics, 22 (1): 205-240 (2018)Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices., and . Finance and Stochastics, 23 (2): 397-421 (2019)Environment and Financial Markets., , and . International Conference on Computational Science, volume 3039 of Lecture Notes in Computer Science, page 787-794. Springer, (2004)Optimal portfolio management with American capital guarantee, , and . Journal of Economic Dynamics and Control, 29 (3): 449--468 (March 2005)Characteristics and Constructions of Default Times., and . SIAM J. Financial Math., 11 (3): 720-749 (2020)Arbitrage Pricing of Convertible Securities with Credit Risk., , , and . CDC, page 2889-2894. IEEE, (2006)Hedging of a credit default swaption in the CIR default intensity model., , and . Finance and Stochastics, 15 (3): 541-572 (2011)Financial Markets Modeling.. Encyclopedia of Systems and Control, Springer, (2015)Default times, no-arbitrage conditions and changes of probability measures., , and . Finance and Stochastics, 16 (3): 513-535 (2012)Incompleteness of markets driven by a mixed diffusion., and . Finance and Stochastics, 4 (2): 209-222 (2000)