| Enlargement of filtration with finance in view A Aksamit, M Jeanblanc Springer, 2017 | 147 | 2017 |
| No-arbitrage up to random horizon for quasi-left-continuous models A Aksamit, T Choulli, J Deng, M Jeanblanc Finance and Stochastics 21, 1103-1139, 2017 | 58* | 2017 |
| Arbitrages in a progressive enlargement setting A Aksamit, T Choulli, J Deng, M Jeanblanc Arbitrage, credit and informational risks, 53-86, 2014 | 48 | 2014 |
| On an optional semimartingale decomposition and the existence of a deflator in an enlarged filtration A Aksamit, T Choulli, M Jeanblanc In Memoriam Marc Yor-Séminaire de Probabilités XLVII, 187-218, 2015 | 35 | 2015 |
| The robust pricing–hedging duality for American options in discrete time financial markets A Aksamit, S Deng, J Obłój, X Tan Mathematical Finance 29 (3), 861-897, 2019 | 33 | 2019 |
| No-arbitrage under a class of honest times A Aksamit, T Choulli, J Deng, M Jeanblanc Finance and Stochastics 22, 127-159, 2018 | 27 | 2018 |
| Random times, enlargement of filtration and arbitrages A Aksamit Université d'Evry-Val d'Essonne, 2014 | 26 | 2014 |
| Robust framework for quantifying the value of information in pricing and hedging A Aksamit, Z Hou, J Obłój SIAM Journal on Financial Mathematics 11 (1), 27-59, 2020 | 20* | 2020 |
| Classification of random times and applications A Aksamit, T Choulli, M Jeanblanc | 19* | 2016 |
| No-arbitrage under additional information for thin semimartingale models A Aksamit, T Choulli, J Deng, M Jeanblanc Stochastic Processes and their Applications 129 (9), 3080-3115, 2019 | 18* | 2019 |
| Projections, pseudo-stopping times and the immersion property A Aksamit, L Li Séminaire de Probabilités XLVIII, 459-467, 2016 | 15 | 2016 |
| Thin times and random times’ decomposition A Aksamit, T Choulli, M Jeanblanc Electronic Journal of Probability 26, 1-22, 2021 | 14 | 2021 |
| Integral representations of martingales for progressive enlargements of filtrations A Aksamit, M Jeanblanc, M Rutkowski Stochastic Processes and their Applications 129 (4), 1229-1258, 2019 | 13* | 2019 |
| Generalized BSDE and reflected BSDE with random time horizon A Aksamit, L Li, M Rutkowski Electronic Journal of Probability 28, 1-41, 2023 | 7* | 2023 |
| Martingale spaces and representations under absolutely continuous changes of probability A Aksamit, C Fontana | 3 | 2019 |
| Random walk on a quadrant: mapping to a one-dimensional level-dependent Quasi-Birth-and-Death process (LD-QBD) MM O'Reilly, Z Palmowski, A Aksamit arXiv preprint arXiv:2302.02225, 2023 | 1 | 2023 |
| Sensitivities of some performance measures of quasi-birth-and-death processes A Aksamit, MM O’Reilly, Z Palmowski Stochastic Models, 1, 2024 | | 2024 |
| Sensitivity analysis of Quasi-Birth-and-Death processes A Aksamit, MM O'Reilly, Z Palmowski arXiv preprint arXiv:2302.02227, 2023 | | 2023 |
| Robust pricing-hedging duality for multi-action options A Aksamit, I Guo, S Liu, Z Zhou arXiv preprint arXiv:2111.14502, 2021 | | 2021 |
| Superhedging duality for multi-action options under model uncertainty with information delay A Aksamit, I Guo, S Liu, Z Zhou arXiv e-prints, arXiv: 2111.14502, 2021 | | 2021 |
Monique JEANBLANCProfesseur émérite mathématiques, université d' EvryVerified email at univ-evry.fr
