The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
Giorgia Callegaro, Monique Jeanblanc, Behnaz Zargari
ESAIM: PS, 17 (2013) 550-566
Published online: 2013-08-01
This article has been cited by the following article(s):
Malliavin Calculus and Stochastic Analysis
Younes Kchia, Martin Larsson and Philip Protter
Springer Proceedings in Mathematics & Statistics, Malliavin Calculus and Stochastic Analysis 34 469 (2013)
DOI: 10.1007/978-1-4614-5906-4_21
See this article
The Dynamic Spread of the Forward CDS with General Random Loss
Kun Tian, Dewen Xiong and Zhongxing Ye
Abstract and Applied Analysis 2014 1 (2014)
DOI: 10.1155/2014/580713
See this article
ROLE OF INFORMATION IN PRICING DEFAULT-SENSITIVE CONTINGENT CLAIMS
MONIQUE JEANBLANC and MARTA LENIEC
International Journal of Theoretical and Applied Finance 18 (01) 1550007 (2015)
DOI: 10.1142/S0219024915500077
See this article
Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities
A. Ellanskaya and L. Vostrikova
Proceedings of the Steklov Institute of Mathematics 287 (1) 68 (2014)
DOI: 10.1134/S0081543814080057
See this article
Optimal investment in markets with over and under-reaction to information
Giorgia Callegaro, M’hamed Gaïgi, Simone Scotti and Carlo Sgarra
Mathematics and Financial Economics 11 (3) 299 (2017)
DOI: 10.1007/s11579-016-0182-8
See this article
An enlargement of filtration formula with applications to multiple non-ordered default times
Monique Jeanblanc, Libo Li and Shiqi Song
Finance and Stochastics 22 (1) 205 (2018)
DOI: 10.1007/s00780-017-0349-z
See this article
Optimal consumption problems in discontinuous markets
Giorgia Callegaro
Optimization 62 (11) 1575 (2013)
DOI: 10.1080/02331934.2013.857409
See this article
Utility maximization under risk constraints and incomplete information for a market with a change point
Oliver Janke
Applied Mathematical Finance 24 (5) 451 (2017)
DOI: 10.1080/1350486X.2017.1409080
See this article
Integral representations of martingales for progressive enlargements of filtrations
Anna Aksamit, Monique Jeanblanc and Marek Rutkowski
Stochastic Processes and their Applications 129 (4) 1229 (2019)
DOI: 10.1016/j.spa.2018.04.009
See this article
Drift operator in a viable expansion of information flow
Shiqi Song
Stochastic Processes and their Applications 126 (8) 2297 (2016)
DOI: 10.1016/j.spa.2016.02.001
See this article
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications
Antonella Calzolari and Barbara Torti
Springer Proceedings in Mathematics & Statistics, Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications 289 109 (2019)
DOI: 10.1007/978-3-030-22285-7_4
See this article
Information, no-arbitrage and completeness for asset price models with a change point
Claudio Fontana, Zorana Grbac, Monique Jeanblanc and Qinghua Li
Stochastic Processes and their Applications 124 (9) 3009 (2014)
DOI: 10.1016/j.spa.2014.04.010
See this article
Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case
Antonella Calzolari and Barbara Torti
Stochastics 91 (2) 265 (2019)
DOI: 10.1080/17442508.2018.1533015
See this article
FIRST-TO-DEFAULT AND SECOND-TO-DEFAULT OPTIONS IN MODELS WITH VARIOUS INFORMATION FLOWS
PAVEL V. GAPEEV and MONIQUE JEANBLANC
International Journal of Theoretical and Applied Finance 24 (04) 2150022 (2021)
DOI: 10.1142/S0219024921500229
See this article
Dynkin Game with Asymmetric Information
N. Esmaeeli, P. Imkeller and V. Nzengang
Bulletin of the Iranian Mathematical Society 45 (1) 283 (2019)
DOI: 10.1007/s41980-018-0132-8
See this article
Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach
Alessandro Calvia and Emanuela Rosazza Gianin
SIAM Journal on Financial Mathematics 11 (3) 815 (2020)
DOI: 10.1137/19M1259134
See this article
Martingale representation property in progressively enlarged filtrations
Monique Jeanblanc and Shiqi Song
Stochastic Processes and their Applications 125 (11) 4242 (2015)
DOI: 10.1016/j.spa.2015.06.007
See this article
Information uncertainty related to marked random times and optimal investment
Ying Jiao and Idris Kharroubi
Probability, Uncertainty and Quantitative Risk 3 (1) (2018)
DOI: 10.1186/s41546-018-0029-8
See this article
CREDIT DEFAULT SWAPS IN TWO-DIMENSIONAL MODELS WITH VARIOUS INFORMATIONS FLOWS
PAVEL V. GAPEEV and MONIQUE JEANBLANC
International Journal of Theoretical and Applied Finance 23 (02) 2050010 (2020)
DOI: 10.1142/S0219024920500107
See this article
American options with asymmetric information and reflected BSDE
Neda Esmaeeli and Peter Imkeller
Bernoulli 24 (2) (2018)
DOI: 10.3150/16-BEJ902
See this article
Martingale representation in progressively enlarged Lévy filtrations
P. Di Tella and H.-J. Engelbert
Stochastics 94 (2) 311 (2022)
DOI: 10.1080/17442508.2021.1935950
See this article
Dynamics of multivariate default system in random environment
Nicole El Karoui, Monique Jeanblanc and Ying Jiao
Stochastic Processes and their Applications 127 (12) 3943 (2017)
DOI: 10.1016/j.spa.2017.03.017
See this article
Projections of martingales in enlargements of Brownian filtrations under Jacod’s equivalence hypothesis
Pavel V. Gapeev, Monique Jeanblanc and Dongli Wu
Electronic Journal of Probability 26 (none) (2021)
DOI: 10.1214/21-EJP694
See this article
On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case
Paolo Di Tella
Journal of Theoretical Probability (2021)
DOI: 10.1007/s10959-021-01145-x
See this article
The strong predictable representation property in initially enlarged filtrations under the density hypothesis
Claudio Fontana
Stochastic Processes and their Applications 128 (3) 1007 (2018)
DOI: 10.1016/j.spa.2017.06.015
See this article
A Note on the Strong Predictable Representation Property and Enlargement of Filtration
Antonella Calzolari and Barbara Torti
Mathematics 10 (10) 1783 (2022)
DOI: 10.3390/math10101783
See this article