Items where Author is "Jeanblanc, Monique"

Item Type No Grouping

Defaultable claims in switching models with partial information. Gapeev, Pavel V. and Jeanblanc, Monique picture_as_pdf

First-to-default and second-to-default options in models with various information flows. Gapeev, Pavel V. and Jeanblanc, Monique picture_as_pdf

On ltration immersions and credit events. Gapeev, Pavel V. and Jeanblanc, Monique

On the construction of conditional probability densities in the Brownian and compound Poisson filtrations. Gapeev, Pavel V. and Jeanblanc, Monique picture_as_pdf

Pricing and filtering in a two-dimensional dividend switching model. Gapeev, Pavel V. and Jeanblanc, Monique

Pricing of contingent claims in a two-dimensional model with random dividends. Gapeev, Pavel V. and Jeanblanc, Monique

Pricing of contingent claims in a two-dimensional model with random dividends. Gapeev, Pavel V. and Jeanblanc, Monique

Projections of martingales in enlargements of Brownian filtrations under Jacod’s equivalence hypothesis. Gapeev, Pavel V. and Jeanblanc, Monique and Wu, Dongli picture_as_pdf