Monique Jeanblanc
From Wikipedia, the free encyclopedia
Monique Jeanblanc-Picqué (born 1947)[1] is a French mathematician known for her work in mathematical finance; other topics in her research have included control theory and probability theory. She is a professor emerita at the University of Évry Val d'Essonne.[2]
Jeanblanc was a student at the Ecole Normale Supérieure de Cachan from 1966 to 1969, when she took a teaching position there. In 1992 she moved to the University of Évry.[2]
Books
Jeanblanc is the author or coauthor of the books including
- Enlargement of Filtration with Finance in View (with Anna Aksamit, Springer, 2017)[3]
- Mathematical Methods for Financial Markets (with Marc Yor and Marc Chesney, Springer, 2009)[4]
- Marchés financiers en temps continu: valorisation et équilibre (with Rose-Anne Dana, Economica, 1998), translated into English as Financial Markets in Continuous Time (Springer, 2003)[5]
