Edit Profile (opens in new tab) Monat, Pascale Co-Author Distance Author ID: monat.pascale Published as: Monat, Pascale; Monat, P. Documents Indexed: 7 Publications since 1994 Co-Authors: 4 Co-Authors with 6 Joint Publications 189 Co-Co-Authors Co-Authors 1 single-authored 6 Stricker, Christophe 2 Delbaen, Freddy 2 Schachermayer, Walter 2 Schweizer, Martin Serials 2 Comptes Rendus de l’Académie des Sciences. Série I 1 The Annals of Probability 1 Finance and Stochastics Fields 7 Probability theory and stochastic processes (60-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 5 Publications have been cited 85 times in 68 Documents Cited by ▼ Year ▼ Weighted norm inequalities and hedging in incomplete markets. Zbl 0916.90016 Delbaen, Freddy; Monat, Pascale; Schachermayer, Walter; Schweizer, Martin; Stricker, Christophe 44 1997 Föllmer-Schweizer decomposition and mean-variance hedging for general claims. Zbl 0830.60040 Monat, Pascale; Stricker, Christophe 31 1995 The closure of \(G_ T(\Theta)\) and \(L^ 2({\mathcal F}_ 0)+G_ T(\Theta)\). (Fermeture de \(G_ T(\Theta)\) et de \(L^ 2({\mathcal F}_ 0)+G_ T(\Theta)\).) Zbl 0807.60058 Monat, P.; Stricker, C. 6 1994 Weighted norm inequalities and closedness of a space of stochastic integrals. (Inégalités de normes avec poids et fermeture d’un espace d’intégrales stochastiques.) Zbl 0810.60047 Delbaen, Freddy; Monat, Pascale; Schachermayer, Walter; Schweizer, Martin; Stricker, Christophe 3 1994 Föllmer-Schweizer decomposition and closedness of \(G_ T(\Theta)\). (Décomposition de Föllmer-Schweizer et fermeture de \(G_ T(\Theta)\).) Zbl 0797.60040 Monat, Pascale; Stricker, Christophe 1 1994 Weighted norm inequalities and hedging in incomplete markets. Zbl 0916.90016 Delbaen, Freddy; Monat, Pascale; Schachermayer, Walter; Schweizer, Martin; Stricker, Christophe 44 1997 Föllmer-Schweizer decomposition and mean-variance hedging for general claims. Zbl 0830.60040 Monat, Pascale; Stricker, Christophe 31 1995 The closure of \(G_ T(\Theta)\) and \(L^ 2({\mathcal F}_ 0)+G_ T(\Theta)\). (Fermeture de \(G_ T(\Theta)\) et de \(L^ 2({\mathcal F}_ 0)+G_ T(\Theta)\).) Zbl 0807.60058 Monat, P.; Stricker, C. 6 1994 Weighted norm inequalities and closedness of a space of stochastic integrals. (Inégalités de normes avec poids et fermeture d’un espace d’intégrales stochastiques.) Zbl 0810.60047 Delbaen, Freddy; Monat, Pascale; Schachermayer, Walter; Schweizer, Martin; Stricker, Christophe 3 1994 Föllmer-Schweizer decomposition and closedness of \(G_ T(\Theta)\). (Décomposition de Föllmer-Schweizer et fermeture de \(G_ T(\Theta)\).) Zbl 0797.60040 Monat, Pascale; Stricker, Christophe 1 1994 all cited Publications top 5 cited Publications all top 5 Cited by 90 Authors 6 Schweizer, Martin 4 Ceci, Claudia 4 Cretarola, Alessandra 4 Kallsen, Jan 4 Mania, Michael 3 Arai, Takuji 3 Colaneri, Katia 3 Leitner, Johannes 3 Russo, Francesco 3 Tevzadze, Revaz 3 Vanmaele, Michèle 2 Berkaoui, Abdelkarem 2 Campi, Luciano 2 Černý, Aleš 2 Choulli, Tahir 2 Czichowsky, Christoph 2 Delbaen, Freddy 2 Goutte, Stéphane 2 Henderson, Vicky 2 Hobson, David Graham 2 Kohlmann, Michael 2 Krawczyk, Leszek 2 Mostovyi, Oleksii 2 Nutz, Marcel 2 Osękowski, Adam 2 Rheinländer, Thorsten 2 Stricker, Christophe 2 Vandaele, Nele 2 Xiong, Dewen 1 Aïd, René 1 Amor, Jaleleddine Ben 1 Badescu, Alexandru M. 1 Balbás, Alejandro 1 Barrieu, Pauline M. 1 Benth, Fred Espen 1 Boese, Sarah 1 Busching, William 1 Cazanave, Nicolas 1 Çetin, Umut 1 Cui, Tracy 1 Daveloose, Catherine 1 Detering, Nils 1 El Karoui, Nicole 1 Grandits, Peter 1 He, Xinjiang 1 Hintz, Delphine 1 Howison, Samuel Dexter 1 Hubalek, Friedrich 1 Huojun, Wu 1 Johnston, Samuel G. G. 1 Kamiński, Łukasz 1 Khedher, Asma 1 Kluge, Tino 1 Kramkov, Dmitriĭ Olegovich 1 Kulperger, Reg J. 1 Laachir, Ismail 1 Langrené, Nicolas 1 Li, Duan 1 Mahayni, Antje 1 Mishura, Yuliya Stepanivna 1 Mykland, Per Aslak 1 Ngoupeyou, Armand 1 Okhrati, Ramin 1 Olhede, Sofia Charlotta 1 Oudjane, Nadia 1 Papapantoleon, Antonis 1 Pauwels, Arnd 1 Possamaï, Dylan 1 Pozdnyakov, Alexey 1 Protter, Philip Elliott 1 Sabanis, Sotirios 1 Samperi, Dominick 1 Saplaouras, Alexandros 1 Sekine, Jun 1 Shuquan, Yang 1 Stephens, David A. 1 Strub, Moris S. 1 Tang, Shanjian 1 Toronjadze, Teimuraz 1 Trad, Abdelhamid 1 Vega-Molino, Sylvie 1 Verschuere, Michel 1 Weston, Kim 1 Xia, Jianming 1 Yan, Jia-An 1 Ye, Zhongxing 1 Yip, Wing Yan 1 Yukhnovs’kiĭ, Yu. V. 1 Zhaoli, Jia 1 Zhu, Songping all top 5 Cited in 31 Serials 8 Mathematical Finance 6 Stochastics 5 Stochastic Processes and their Applications 5 International Journal of Theoretical and Applied Finance 4 The Annals of Probability 4 Insurance Mathematics & Economics 4 Quantitative Finance 2 Advances in Applied Probability 2 Statistics & Probability Letters 2 Probability Theory and Related Fields 2 The Annals of Applied Probability 2 Journal of Mathematical Sciences (New York) 2 Finance and Stochastics 2 Involve 1 Applied Mathematics and Optimization 1 Journal of Computational and Applied Mathematics 1 Osaka Journal of Mathematics 1 Tokyo Journal of Mathematics 1 Transactions of the American Mathematical Society 1 Acta Mathematicae Applicatae Sinica 1 Operations Research Letters 1 Stochastic Analysis and Applications 1 Journal of Theoretical Probability 1 Stochastics and Stochastics Reports 1 Theory of Probability and Mathematical Statistics 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 ASTIN Bulletin 1 Review of Derivatives Research 1 Mathematics and Financial Economics 1 SIAM Journal on Financial Mathematics 1 Portugaliae Mathematica all top 5 Cited in 9 Fields 58 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 54 Probability theory and stochastic processes (60-XX) 9 Systems theory; control (93-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Functional analysis (46-XX) 2 Statistics (62-XX) 1 Integral transforms, operational calculus (44-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year