| Mathematical methods for financial markets M Jeanblanc, M Yor, M Chesney Springer Science & Business Media, 2009 | 1142 | 2009 |
| Mean field games and applications A Cousin, S Crépey, O Guéant, D Hobson, M Jeanblanc, JM Lasry, ... Paris-Princeton lectures on mathematical finance 2010, 205-266, 2011 | 844 | 2011 |
| Robustness of the Black and Scholes formula NE Karoui, M Jeanblanc‐Picquè, SE Shreve Mathematical finance 8 (2), 93-126, 1998 | 539 | 1998 |
| Optimization of the flow of dividends M Jeanblanc-Picqué, AN Shiryaev Uspekhi Matematicheskikh Nauk 50 (2), 25-46, 1995 | 455 | 1995 |
| On models of default risk RJ Elliott, M Jeanblanc, M Yor Mathematical Finance 10 (2), 179-195, 2000 | 351 | 2000 |
| Brownian excursions and Parisian barrier options M Chesney, M Jeanblanc-Picqué, M Yor Advances in Applied Probability 29 (1), 165-184, 1997 | 319 | 1997 |
| Compactification methods in the control of degenerate diffusions: existence of an optimal control K Nicole el, N Du'hŪŪ, JP Monique Stochastics: an international journal of probability and stochastic …, 1987 | 311 | 1987 |
| The Skorokhod embedding problem and model-independent bounds for option prices A Cousin, S Crépey, O Guéant, D Hobson, M Jeanblanc, JM Lasry, ... Paris-Princeton lectures on mathematical finance 2010, 267-318, 2011 | 265 | 2011 |
| Optimal portfolio for a small investor in a market model with discontinuous prices M Jeanblanc-Picque, M Pontier Applied mathematics and optimization 22 (1), 287-310, 1990 | 241 | 1990 |
| Financial markets in continuous time RA Dana, M Jeanblanc-Picqué, HF Koch Springer, 2003 | 232 | 2003 |
| Optimization of consumption with labor income N El Karoui, M Jeanblanc-Picqué Finance and Stochastics 2, 409-440, 1998 | 224 | 1998 |
| On the starting and stopping problem: application in reversible investments S Hamadène, M Jeanblanc Mathematics of Operations Research 32 (1), 182-192, 2007 | 200 | 2007 |
| Hazard rate for credit risk and hedging defaultable contingent claims C Blanchet-Scalliet, M Jeanblanc Finance and Stochastics 8, 145-159, 2004 | 178 | 2004 |
| Optimal portfolio management with American capital guarantee N El Karoui, M Jeanblanc, V Lacoste Journal of Economic Dynamics and Control 29 (3), 449-468, 2005 | 167 | 2005 |
| What happens after a default: the conditional density approach N El Karoui, M Jeanblanc, Y Jiao Stochastic processes and their applications 120 (7), 1011-1032, 2010 | 158 | 2010 |
| Incompleteness of markets driven by a mixed diffusion. N Bellamy, M Jeanblanc Finance & Stochastics 4 (2), 2000 | 154 | 2000 |
| Modelling of default risk: an overview M Jeanblanc, M Rutkowski Mathematical finance: theory and practice, 171-269, 2000 | 153 | 2000 |
| Enlargement of filtration with finance in view A Aksamit, M Jeanblanc Springer, 2017 | 152 | 2017 |
| Optimal investment decisions when time-horizon is uncertain C Blanchet-Scalliet, N El Karoui, M Jeanblanc, L Martellini Journal of Mathematical Economics 44 (11), 1100-1113, 2008 | 146 | 2008 |
| Pricing and hedging in exponential Lévy models: review of recent results A Cousin, S Crépey, O Guéant, D Hobson, M Jeanblanc, JM Lasry, ... Paris-Princeton Lectures on Mathematical Finance 2010, 319-359, 2011 | 141 | 2011 |
