According to our database1, Monique Jeanblanc authored at least 23 papers between 1993 and 2020.
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Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices.
Finance Stochastics, 2019
An enlargement of filtration formula with applications to multiple non-ordered default times.
Finance Stochastics, 2018
Finance Stochastics, 2017
Proceedings of the Encyclopedia of Systems and Control, 2015
SIAM J. Control. Optim., 2014
Finance Stochastics, 2012
Finance Stochastics, 2011
Valuation of default-sensitive claims under imperfect information (Publisher's Erratum).
Finance Stochastics, 2010
Finance Stochastics, 2008
Math. Oper. Res., 2007
Proceedings of the 45th IEEE Conference on Decision and Control, 2006
Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy.
Math. Oper. Res., 2004
Finance Stochastics, 2004
Proceedings of the System Modelling and Optimization: Proceedings of the 16th IFIP-TC7 Conference, 1993