Items where Author is "Jeanblanc, Monique"

Article

Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Jeanblanc, Monique (2024) On the construction of conditional probability densities in the Brownian and compound Poisson filtrations. ESAIM: Probability and Statistics, 28. 62 - 74. ISSN 1292-8100

Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Jeanblanc, Monique (2021) First-to-default and second-to-default options in models with various information flows. International Journal of Theoretical and Applied Finance, 24 (4). ISSN 0219-0249

Gapeev, Pavel V. ORCID: 0000-0002-1346-2074, Jeanblanc, Monique and Wu, Dongli (2021) Projections of martingales in enlargements of Brownian filtrations under Jacod’s equivalence hypothesis. Electronic Journal of Probability, 26. 1 - 24. ISSN 1083-6489

Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 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. ORCID: 0000-0002-1346-2074 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. ORCID: 0000-0002-1346-2074 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

Monograph

Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Jeanblanc, Monique (2008) On ltration immersions and credit events. CDAM Research Reports (LSE-CDAM-2008-07). CDAM, London, UK.

Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 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.