Monique Jeanblanc

14.9k total citations
90 papers, 2.2k citations indexed

About

Monique Jeanblanc is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Monique Jeanblanc has authored 90 papers receiving a total of 2.2k indexed citations (citations by other indexed papers that have themselves been cited), including 81 papers in Finance, 26 papers in Economics and Econometrics and 16 papers in Management Science and Operations Research. Recurrent topics in Monique Jeanblanc's work include Stochastic processes and financial applications (76 papers), Credit Risk and Financial Regulations (48 papers) and Banking stability, regulation, efficiency (23 papers). Monique Jeanblanc is often cited by papers focused on Stochastic processes and financial applications (76 papers), Credit Risk and Financial Regulations (48 papers) and Banking stability, regulation, efficiency (23 papers). Monique Jeanblanc collaborates with scholars based in France, United States and Australia. Monique Jeanblanc's co-authors include Marc Chesney, Marc Yor, Marc Yor, Christophette Blanchet‐Scalliet, Tomasz R. Bielecki, Nicole El Karoui, Stéphane Crépey, Robert J. Elliott, Saïd Hamadène and Marek Rutkowski and has published in prestigious journals such as SHILAP Revista de lepidopterología, Lecture notes in mathematics and SIAM Journal on Control and Optimization.

In The Last Decade

Monique Jeanblanc

81 papers receiving 2.0k citations

Peers

Countries citing papers authored by Monique Jeanblanc

Since Specialization

Citations

This map shows the geographic impact of Monique Jeanblanc's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Monique Jeanblanc with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Monique Jeanblanc more than expected).

Fields of papers citing papers by Monique Jeanblanc

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Monique Jeanblanc. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Monique Jeanblanc. The network helps show where Monique Jeanblanc may publish in the future.

Co-authorship network of co-authors of Monique Jeanblanc

This figure shows the co-authorship network connecting the top 25 collaborators of Monique Jeanblanc. A scholar is included among the top collaborators of Monique Jeanblanc based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Monique Jeanblanc. Monique Jeanblanc is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

#	Work	Indexed citations
1	Generalized Cox model for default times 2022 ·(unknown), Monique Jeanblanc, (unknown), (unknown)	2
2	CREDIT DEFAULT SWAPS IN TWO-DIMENSIONAL MODELS WITH VARIOUS INFORMATIONS FLOWS 2020 ·International Journal of Theoretical and Applied Finance ·Pavel V. Gapeev, Monique Jeanblanc	0
3	Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices 2019 ·Finance and Stochastics ·(unknown), Monique Jeanblanc	2
4	Integral representations of martingales for progressive enlargements of filtrations 2018 ·Stochastic Processes and their Applications ·(unknown), Monique Jeanblanc, Marek Rutkowski	2
5	Martingale representation property in progressively enlarged filtrations 2015 ·Stochastic Processes and their Applications ·Monique Jeanblanc, Shiqi Song	13
6	Information, no-arbitrage and completeness for asset price models with a change point 2014 ·Stochastic Processes and their Applications ·Claudio Fontana, (unknown), Monique Jeanblanc, (unknown)	2
7	Non-Arbitrage up to Random Horizon and after Honest Times for Semimartingale Models 2013 ·arXiv (Cornell University) ·Tahir Choulli, (unknown), (unknown), Monique Jeanblanc	2
8	Robust utility maximization in a discontinuous filtration 2012 ·arXiv (Cornell University) ·Monique Jeanblanc, Anis Matoussi, (unknown)	7
9	Random times with given survival probability and their F-martingale decomposition formula 2011 ·Stochastic Processes and their Applications ·Monique Jeanblanc, Shiqi Song	19
10	VALUATION AND HEDGING OF CDS COUNTERPARTY EXPOSURE IN A MARKOV COPULA MODEL 2011 ·International Journal of Theoretical and Applied Finance ·Tomasz R. Bielecki, Stéphane Crépey, Monique Jeanblanc, (unknown)	34
11	What happens after a default: The conditional density approach 2010 ·Stochastic Processes and their Applications ·Nicole El Karoui, Monique Jeanblanc, Ying Jiao	54
12	PRICING AND FILTERING IN A TWO-DIMENSIONAL DIVIDEND SWITCHING MODEL 2010 ·International Journal of Theoretical and Applied Finance ·Pavel V. Gapeev, Monique Jeanblanc	6
13	Progressive enlargement of filtrations with initial times 2009 ·Stochastic Processes and their Applications ·Monique Jeanblanc, Yann Le Cam	33
14	Mathematical Methods for Financial Markets 2009 ·CERN Document Server (European Organization for Nuclear Research) ·Monique Jeanblanc, Marc Yor, Marc Chesney	328
15	PDE approach to valuation and hedging of credit derivatives 2005 ·Quantitative Finance ·Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski	23
16	Optimal portfolio management with American capital guarantee 2004 ·Journal of Economic Dynamics and Control ·Nicole El Karoui, Monique Jeanblanc, (unknown)	82
17	Hazard rate for credit risk and hedging defaultable contingent claims 2004 ·Finance and Stochastics ·Christophette Blanchet‐Scalliet, Monique Jeanblanc	76
18	Optimal Investment and Consumption Decisions when Time-Horizon is Uncertain 2003 ·(unknown), (unknown), Monique Jeanblanc, (unknown)	20
19	Optimization of Consumption with Labor Income 1998 ·SSRN Electronic Journal ·Nicole El Karoui, Monique Jeanblanc	15
20	The Feynman-Kac formula and decomposition of Brownian paths 1996 ·UC Berkeley ·Monique Jeanblanc, Jim Pitman, Marc Yor	21

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact