Cookies?
Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Jeanblanc, Monique"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 5.

Gapeev, Pavel V. and Jeanblanc, Monique (2019) Defaultable claims in switching models with partial information. International Journal of Theoretical and Applied Finance, 22 (4). ISSN 0219-0249

Gapeev, Pavel V. and Jeanblanc, Monique (2010) Pricing and filtering in a two-dimensional dividend switching model. International Journal of Theoretical and Applied Finance, 13 (7). pp. 1001-1017. ISSN 0219-0249

Gapeev, Pavel V. and Jeanblanc, Monique (2009) Pricing of contingent claims in a two-dimensional model with random dividends. International Journal of Theoretical and Applied Finance, 12 (8). pp. 1091-1104. ISSN 0219-0249

Gapeev, Pavel V. and Jeanblanc, Monique (2008) On ltration immersions and credit events. CDAM Research Reports (LSE-CDAM-2008-07). CDAM, London, UK.

Gapeev, Pavel V. and Jeanblanc, Monique (2008) Pricing of contingent claims in a two-dimensional model with random dividends. . CDAM, London School of Economics and Political Science, London, UK.

This list was generated on Thu Nov 21 10:54:19 2019 GMT.