Edit Profile (opens in new tab) Ansel, Jean-Pascal Co-Author Distance Author ID: ansel.jean-pascal Published as: Ansel, Jean-Pascal; Ansel, J. P. Documents Indexed: 9 Publications since 1990, including 3 Books Software Indexed: 4 Packages Co-Authors: 2 Co-Authors with 8 Joint Publications 28 Co-Co-Authors Co-Authors 1 single-authored 5 Stricker, Christophe 3 Ducel, Yves Serials 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Références Sciences Fields 7 Probability theory and stochastic processes (60-XX) 3 General and overarching topics; collections (00-XX) 2 Measure and integration (28-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 5 Publications have been cited 128 times in 110 Documents Cited by ▼ Year ▼ Hedging of contingent claims and maximum price. (Couverture des actifs contingents et prix maximum.) Zbl 0796.60056 Ansel, Jean-Pascal; Stricker, Christophe 61 1994 Martingale laws, densities and decomposition of Föllmer-Schweizer. (Lois de martingale, densités et décomposition de Föllmer-Schweizer.) Zbl 0772.60033 Ansel, Jean-Pascal; Stricker, Christophe 37 1992 Kunita-Watanabe decomposition. (Décomposition de Kunita-Watanabe.) Zbl 0788.60057 Ansel, J. P.; Stricker, C. 15 1993 Uniqueness and existence of the minimal law. (Unicité et existence de la loi minimale.) Zbl 0807.60059 Ansel, J. P.; Stricker, C. 14 1993 Quelques remarques sur un théorème de Yan. (Some remarks on a theorem of Yan). Zbl 0701.60041 Ansel, Jean-Pascal; Stricker, Christophe 1 1990 Hedging of contingent claims and maximum price. (Couverture des actifs contingents et prix maximum.) Zbl 0796.60056 Ansel, Jean-Pascal; Stricker, Christophe 61 1994 Kunita-Watanabe decomposition. (Décomposition de Kunita-Watanabe.) Zbl 0788.60057 Ansel, J. P.; Stricker, C. 15 1993 Uniqueness and existence of the minimal law. (Unicité et existence de la loi minimale.) Zbl 0807.60059 Ansel, J. P.; Stricker, C. 14 1993 Martingale laws, densities and decomposition of Föllmer-Schweizer. (Lois de martingale, densités et décomposition de Föllmer-Schweizer.) Zbl 0772.60033 Ansel, Jean-Pascal; Stricker, Christophe 37 1992 Quelques remarques sur un théorème de Yan. (Some remarks on a theorem of Yan). Zbl 0701.60041 Ansel, Jean-Pascal; Stricker, Christophe 1 1990 all cited Publications top 5 cited Publications all top 5 Cited by 124 Authors 7 Choulli, Tahir 7 Schachermayer, Walter 6 Schweizer, Martin 5 Ceci, Claudia 5 Jeanblanc, Monique 4 Biagini, Sara 4 Cretarola, Alessandra 4 Deng, Jun 4 Kardaras, Constantinos 4 Kramkov, Dmitriĭ Olegovich 4 Rásonyi, Miklós 3 Biagini, Francesca 3 Colaneri, Katia 3 Fontana, Claudio 3 Frittelli, Marco 3 Jarrow, Robert Alan 3 Platen, Eckhard 3 Rheinländer, Thorsten 3 Song, Shiqi 3 Vanmaele, Michèle 2 Aksamit, Anna 2 Bálint, Dániel Ágoston 2 Berkaoui, Abdelkarem 2 Chau, Huy N. 2 Coculescu, Delia 2 Delbaen, Freddy 2 Hugonnier, Julien-N. 2 Jouini, Elyès 2 Kallsen, Jan 2 Khedher, Asma 2 Krawczyk, Leszek 2 Nutz, Marcel 2 Okhrati, Ramin 2 Protter, Philip Elliott 2 Pulido, Sergio 2 Stricker, Christophe 2 Weston, Kim 2 Žitković, Gordan 1 Adam, Alexandre 1 Amendinger, Jürgen 1 Ankirchner, Stefan 1 Arai, Takuji 1 Bardhan, Indrajit 1 Bättig, Robert 1 Bayraktar, Erhan 1 Bernard, Carole 1 Bo, Lijun 1 Campi, Luciano 1 Carassus, Laurence 1 Černý, Aleš 1 Chao, Xiuli 1 Cherrat, Hamza 1 Collin-Dufresne, Pierre 1 Cosso, Andrea 1 Cvitanić, Jakša 1 Dandapani, Aditi 1 De Donno, Marzia 1 Derchu, Joffrey 1 Di Nunno, Giulia 1 Di Tella, Paolo 1 Frahm, Gabriel 1 Fujiwara, Tsukasa 1 Fukasawa, Masaaki 1 Goll, Thomas 1 Grün, Christine 1 Guasoni, Paolo 1 Haubold, Martin 1 Herdegen, Martin 1 Houkari, Mohamed 1 Hubalek, Friedrich 1 Imkeller, Peter 1 Jonen, Alexander 1 Kabanov, Yuriĭ Mikhaĭlovich 1 Karatzas, Ioannis 1 Karpathopoulos, Nikolaos 1 Keller-Ressel, Martin 1 Klein, Irene 1 Klöppel, Susanne 1 Laurent, Jean Paul 1 Li, Jia 1 Ma, Jin 1 Ma, Junfeng 1 Mania, Michael 1 Marinacci, Massimo 1 Marinelli, Carlo 1 Mastrolia, Thibaut 1 Miyahara, Yoshio 1 Møller, Thomas H. 1 Morlais, Marie-Amelie 1 Mostovyi, Oleksii 1 Owari, Keita 1 Perkkiö, Ari-Pekka 1 Pratelli, Maurizio 1 Prigent, Jean-Luc 1 Reitsam, Thomas 1 Rokhlin, Dmitriĭ Borisovich 1 Rossello, Damiano 1 Ruf, Johannes 1 Runggaldier, Wolfgang J. 1 Rüschendorf, Ludger ...and 24 more Authors all top 5 Cited in 31 Serials 20 Finance and Stochastics 14 The Annals of Applied Probability 13 Stochastic Processes and their Applications 9 Mathematical Finance 6 Journal of Applied Probability 5 Insurance Mathematics & Economics 3 The Annals of Probability 3 Journal of Mathematical Economics 3 Statistics & Probability Letters 3 Mathematics and Financial Economics 2 Theory of Probability and its Applications 2 Applied Mathematics and Optimization 2 Probability Theory and Related Fields 2 International Journal of Theoretical and Applied Finance 2 Asia-Pacific Financial Markets 2 Stochastics 2 Frontiers of Mathematical Finance 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 Mathematische Annalen 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Acta Mathematicae Applicatae Sinica. English Series 1 Annals of Operations Research 1 Applied Mathematical Finance 1 Bernoulli 1 Positivity 1 SIAM Journal on Financial Mathematics 1 Financial Engineering and the Japanese Markets 1 Annals of Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Portugaliae Mathematica all top 5 Cited in 11 Fields 102 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 90 Probability theory and stochastic processes (60-XX) 10 Systems theory; control (93-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 5 Statistics (62-XX) 2 Functional analysis (46-XX) 2 Operations research, mathematical programming (90-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 Integral transforms, operational calculus (44-XX) 1 Numerical analysis (65-XX) Citations by Year