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• Author = Jeanblanc M     [web profile page]

1. Aksamit A, Choulli T, Jeanblanc M
Anna Aksamit, Tahir Choulli, Monique Jeanblanc: Thin times and random times' decomposition, Electronic Journal of Probability, 26 (Open Access) (2021), no. Paper No. 31, 22 pages.

2. Aksamit A, Jeanblanc M, Rutkowski M
Anna Aksamit, Monique Jeanblanc, Marek Rutkowski: Integral representations of martingales for progressive enlargements of filtrations, Stochastic Processes and their Applications, 129 (2019), no. 4, 1229–1258. MR3926554

3. Bielecki TR, Crepey S, Jeanblanc M, Rutkowski M
T R Bielecki, S Crepey, M Jeanblanc and M Rutkowski: Convertible bonds in a defaultable diffusion model, Stochastic Analysis with Financial Applications (Hong Kong 2009), Progress in Probability (Vol. 65), Springer Basel, Switzerland, (2011), 255–298. ISBN 978-3-0348-0097-6.

4. Bielecki TR, Jeanblanc M, Rutkowski M
Tomasz R Bielecki, Monique Jeanblanc, Marek Rutkowski: Hedging of a credit default swaption in the CIR default intensity model, Finance and Stochastics, 15 (2011), 541–572.

5. Gapeev PV, Jeanblanc M, Li L, Rutkowski M
Pavel V. Gapeev, Monique Jeanblanc, Libo Li and Marek Rutkowski: Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives, Contemporary Quantitative Finance, Quantitative Methods In Finance, C. Chiarella and A. Novikov (eds.), Springer-Verlag, Berlin Heidelberg New York, (2010), 255. ISBN 978-3-642-03478-7.

6. Gapeev PB, Jeanblanc M, Li L, Rutkowski M
Pavel B Gapeev, Monique Jeanblanc, Libo Li and Marek Rutkowski: Constructing random times with given survival processes and applications to valuation of credit derivatives, Contemporary quantitative finance, Springer, Berlin, (2010), 423. ISBN 978-3-642-03479-4.

7. Bielecki TR, Crepey S, Jeanblanc M, Rutkowski M
Tomasz R Bielecki, Stephane Crepey, Monique Jeanblanc and Marek Rutkowski: Valuation of Basket Credit Derivatives in the Credit Migrations Environment, Handbooks in Operations Research and Management Science: Simulation, 13, Elsevier, North Holland, (2010), 471–507. ISBN 978-0-444-51428-8.

8. Bielecki TR, Jeanblanc M, Rutkowski M
T R Bielecki, M Jeanblanc and M Rutkowski: Alternative approaches to credit risk modelling, Modèles aléatoires en finance mathématiques, Travaux en Cours, Hermann, Cimpa, (2009), 1–159. ISBN 978-2-7056-6970-6.

9. Bielecki TR, Crépey C, Jeanblanc M, Rutkowski M
T R Bielecki, C Crépey, M Jeanblanc and M Rutkowski: Valuation and hedging of defaultable options in a hazard process model, Journal of applied mathematics and stochastic analysis, 2009 (2009), Article ID 695798.

10. Bielecki TR, Jeanblanc M, Rutkowski M
T R Bielecki, M Jeanblanc and M Rutkowski: Credit Risk Modeling, CSFI Lecture Notes Series 02, Osaka University Press, Japan, (2009), 284. ISBN 978-3540675938.

11. Bielecki TR, Crépey C, Jeanblanc M, Rutkowski M
T R Bielecki, C Crépey, M Jeanblanc and M Rutkowski: Arbitrage pricing of defaultable game options with applications to convertible bonds, Quantitative Finance, 8 (2008), 795–810.

12. Bielecki TR, Jeanblanc M, Rutkowski M
T R Bielecki, M Jeanblanc and M Rutkowski: Pricing and trading credit default swaps in a hazard process model, Annals of Applied Probability, 18 (2008), 2495–2529.

13. Bielecki TR, Crépey C, Jeanblanc M, Rutkowski M
T R Bielecki, C Crépey, M Jeanblanc and M Rutkowski: Defaultable options in a Markovian intensity model of credit risk, Mathematical Finance, 18 (2008), 493–518.

14. Bielecki TR, Crepey S, Jeanblanc M, Rutkowski M
Tomasz R Bielecki, S Crepey, M Jeanblanc and M Rutkowski: Valuation of Basket Credit Derivatives in the Credit Migrations Environment, Financial Engineering, Handbooks in Operations Research and Management Science, Elsevier Science, -, (2007), 471–507. ISBN 978-0-444-51781-4.

15. Bielecki TR, Jeanblanc M, Rutkowski M
T R Bielecki, M Jeanblanc and M Rutkowski: Hedging of basket credit derivatives in credit default swap market, Journal of Credit Risk, 3 (2007), 91–132.

16. Bielecki TR, Jeanblanc M, Rutkowski M
T R Bielecki, M Jeanblanc and M Rutkowski: Completeness of a general semimartingale market under constrained trading, Stochastic Finance, Springer, New York, USA, (2006), 83–106. ISBN 978-0-387-28262-6.

17. Bielecki TR, Jeanblanc M, Rutkowski M
T R Bielecki, M Jeanblanc and M Rutkowski: Hedging of credit derivatives in models with totally unexpected default, Stochastic Processes and Applications to Mathematical Finance, World Scientific, Singapore, (2006), 35–100. ISBN 981-256-519-1.

18. Bielecki TR, Jeanblanc M, Rutkowski M
T R Bielecki, M Jeanblanc and M Rutkowski: Replication of contingent claims in a reduced-form credit risk model with discontinuous asset prices, Stochastic Models, 22 (2006), 661–687.

19. Bielecki TR, Jeanblanc M, Rutkowski M
T R Bielecki, M Jeanblanc and M Rutkowski: PDE approach to valuation and hedging of credit derivatives, Quantitative Finance, 5 (2005), 257–270.