Jeanblanc, Monique; Li, Libo Characteristics and constructions of default times. (English) Zbl 1448.91312 SIAM J. Financ. Math. 11, No. 3, 720-749 (2020). Reviewer: George Stoica (Saint John) MSC: 91G40 60G44 PDFBibTeX XMLCite \textit{M. Jeanblanc} and \textit{L. Li}, SIAM J. Financ. Math. 11, No. 3, 720--749 (2020; Zbl 1448.91312) Full Text: DOI HAL
Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique No-arbitrage under additional information for thin semimartingale models. (English) Zbl 1479.60083 Stochastic Processes Appl. 129, No. 9, 3080-3115 (2019). MSC: 60G44 60H30 91G99 PDFBibTeX XMLCite \textit{A. Aksamit} et al., Stochastic Processes Appl. 129, No. 9, 3080--3115 (2019; Zbl 1479.60083) Full Text: DOI arXiv
Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique No-arbitrage under a class of honest times. (English) Zbl 1391.91166 Finance Stoch. 22, No. 1, 127-159 (2018). Reviewer: Martynas Manstavičius (Vilnius) MSC: 91G99 91B24 60G40 60G48 60H30 PDFBibTeX XMLCite \textit{A. Aksamit} et al., Finance Stoch. 22, No. 1, 127--159 (2018; Zbl 1391.91166) Full Text: DOI arXiv Link
Callegaro, Giorgia; Jeanblanc, Monique; Zargari, Behnaz Carthaginian enlargement of filtrations. (English) Zbl 1296.60106 ESAIM, Probab. Stat. 17, 550-566 (2013). Reviewer: Tuomas Hytönen (Helsinki) MSC: 60G44 60G40 60H05 PDFBibTeX XMLCite \textit{G. Callegaro} et al., ESAIM, Probab. Stat. 17, 550--566 (2013; Zbl 1296.60106) Full Text: DOI arXiv
Jeanblanc, Monique; Mania, Michael; Santacroce, Marina; Schweizer, Martin Mean-variance hedging via stochastic control and BSDEs for general semimartingales. (English) Zbl 1273.60053 Ann. Appl. Probab. 22, No. 6, 2388-2428 (2012). Reviewer: Klaus Schürger (Bonn) MSC: 60G48 60H10 93E20 91G80 PDFBibTeX XMLCite \textit{M. Jeanblanc} et al., Ann. Appl. Probab. 22, No. 6, 2388--2428 (2012; Zbl 1273.60053) Full Text: DOI arXiv Euclid
Bielecki, Tomasz R.; Jeanblanc, Monique; Rutkowski, Marek Replication of contingent claims in a reduced-form credit risk model with discontinuous asset prices. (English) Zbl 1211.91243 Stoch. Models 22, No. 4, 661-687 (2006). MSC: 91G40 60H30 PDFBibTeX XMLCite \textit{T. R. Bielecki} et al., Stoch. Models 22, No. 4, 661--687 (2006; Zbl 1211.91243) Full Text: DOI