Monique Jeanblanc

14.9k citations
90 papers · 2.2k indexed · h-index 24
Topics
Stochastic processes and financial applications (76 papers)Credit Risk and Financial Regulations (48 papers)Banking stability, regulation, efficiency (23 papers)

In The Last Decade

Monique Jeanblanc

81 papers receiving 2.0k citations

Peers

Monique Jeanblanc
Comparison fields: 5 of 70
  • Finance 1.9k
  • Economics and Econometrics 726
  • Management Science and Operations Research 463
  • Demography 376
  • Mathematical Physics 160
Replace Marek Musiela with:
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Monique Jeanblanc relative to Marek Musiela Australia Marek Musiela's profile →
Citations per field
00.5×4.3×
Marek Musiela · 1×
Citations per year

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

20 of 20 papers shown
#WorkIndexed citations
1 2
2 0
3 2
4 2
5 13
6 2
7
Non-Arbitrage up to Random Horizon and after Honest Times for Semimartingale Models
2
8
Robust utility maximization in a discontinuous filtration
7
9 19
10 34
11 54
12 6
13 33
14 328
15 23
16 82
17 76
18 20
19
Optimization of Consumption with Labor Income
15
20
The Feynman-Kac formula and decomposition of Brownian paths
21

About Monique Jeanblanc

Monique Jeanblanc is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics, having authored 90 papers that have together received 2.2k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (76 papers), Credit Risk and Financial Regulations (48 papers) and Banking stability, regulation, efficiency (23 papers). The work is most often cited by research in Finance (1.9k citations), Management Science and Operations Research (463 citations) and Demography (376 citations). Monique Jeanblanc has collaborated with scholars based in France, United States and Australia. Frequent 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. Their work appears in journals such as SHILAP Revista de lepidopterología, Lecture notes in mathematics and SIAM Journal on Control and Optimization.

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.

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