An application of impulse control method to target zone problem. - Monique Jeanblanc-Picqué (System Modelling and Optimization, 1993)

Optimization of consumption with labor income. - Nicole El Karoui; Monique Jeanblanc-Picqué (Finance Stochastics, 1998)

Incomplete markets with jumps and informed agents. - Robert J. Elliott; Monique Jeanblanc (Math. Methods Oper. Res., 1999)

Incompleteness of markets driven by a mixed diffusion. - Nadine Bellamy; Monique Jeanblanc (Finance Stochastics, 2000)

Environment and Financial Markets. - Wojciech Szatzschneider; Monique Jeanblanc; Teresa Kwiatkowska (International Conference on Computational Science, 2004)

Hazard rate for credit risk and hedging defaultable contingent claims. - Christophette Blanchet-Scalliet; Monique Jeanblanc (Finance Stochastics, 2004)

Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy. - Monique Jeanblanc; Peter Lakner; Ashay Kadam (Math. Oper. Res., 2004)

Arbitrage Pricing of Convertible Securities with Credit Risk. - Tomasz R. Bielecki; Stéphane Crépey; Monique Jeanblanc; Marek Rutkowski (CDC, 2006)

On the Starting and Stopping Problem: Application in Reversible Investments. - Said Hamadène; Monique Jeanblanc (Math. Oper. Res., 2007)

Valuation of default-sensitive claims under imperfect information. - Delia Coculescu; Hélyette Geman; Monique Jeanblanc (Finance Stochastics, 2008)

Valuation of default-sensitive claims under imperfect information (Publisher's Erratum). - Delia Coculescu; Hélyette Geman; Monique Jeanblanc (Finance Stochastics, 2010)

Hedging of a credit default swaption in the CIR default intensity model. - Tomasz R. Bielecki; Monique Jeanblanc; Marek Rutkowski (Finance Stochastics, 2011)

Default times, no-arbitrage conditions and changes of probability measures. - Delia Coculescu; Monique Jeanblanc; Ashkan Nikeghbali (Finance Stochastics, 2012)

On arbitrages arising with honest times. - Claudio Fontana; Monique Jeanblanc; Shiqi Song (Finance Stochastics, 2014)

BSDEs with Singular Terminal Condition and a Control Problem with Constraints. - Stefan Ankirchner; Monique Jeanblanc; Thomas Kruse (SIAM J. Control. Optim., 2014)

Density Approach in Modeling Successive Defaults. - Nicole El Karoui; Monique Jeanblanc; Ying Jiao (SIAM J. Financial Math., 2015)

Financial Markets Modeling. - Monique Jeanblanc (Encyclopedia of Systems and Control, 2015)

No-arbitrage up to random horizon for quasi-left-continuous models. - Anna Aksamit; Tahir Choulli; Jun Deng; Monique Jeanblanc (Finance Stochastics, 2017)

No-arbitrage under a class of honest times. - Anna Aksamit; Tahir Choulli; Jun Deng; Monique Jeanblanc (Finance Stochastics, 2018)

An enlargement of filtration formula with applications to multiple non-ordered default times. - Monique Jeanblanc; Libo Li; Shiqi Song (Finance Stochastics, 2018)

Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices. - Delia Coculescu; Monique Jeanblanc (Finance Stochastics, 2019)

Adaptive Robust Control under Model Uncertainty. - Tomasz R. Bielecki; Tao Chen 042; Igor Cialenco; Areski Cousin; Monique Jeanblanc (SIAM J. Control. Optim., 2019)

Characteristics and Constructions of Default Times. - Monique Jeanblanc; Libo Li (SIAM J. Financial Math., 2020)