Items where Author is "Jeanblanc, Monique"

Number of items: 8.
Article
  • 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 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
  • 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
    • Report
  • On ltration immersions and credit events. Gapeev, Pavel V. and Jeanblanc, Monique
  • Pricing of contingent claims in a two-dimensional model with random dividends. Gapeev, Pavel V. and Jeanblanc, Monique