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Pontier, Monique

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Author ID: pontier.monique Recent zbMATH articles by "Pontier, Monique"
Published as: Pontier, M.; Pontier, Monique
Documents Indexed: 57 Publications since 1983
Reviewing Activity: 47 Reviews

Publications by Year

Citations contained in zbMATH

33 Publications have been cited 283 times in 218 Documents Cited by Year
Insider trading in a continuous time market model. Zbl 0909.90023
Grorud, Axel; Pontier, Monique
48
1998
Optimal portfolio for a small investor in a market model with discontinuous prices. Zbl 0715.90014
Jeanblanc-Picqué, Monique; Pontier, Monique
46
1990
Fractional Brownian sheet. Zbl 1006.60029
Ayache, Antoine; Leger, Stéphanie; Pontier, Monique
40
2002
Free lunch and arbitrage possibilities in a financial market model with an insider. Zbl 1047.60041
Imkeller, Peter; Pontier, Monique; Weisz, Ferenc
29
2001
Asymmetrical information and incomplete markets. Zbl 1154.91542
Grorud, Axel; Pontier, Monique
20
2001
Estimation of the instantaneous volatility. Zbl 1243.62129
Alvarez, Alexander; Panloup, Fabien; Pontier, Monique; Savy, Nicolas
12
2012
Singularity functions for fractional processes: application to the fractional Brownian sheet. Zbl 1095.60011
Cohen, Serge; Guyon, Xavier; Perrin, Olivier; Pontier, Monique
9
2006
Les ondelettes à la conquête du drap brownien fractionnaire. (Wavelets conquering the fractional Brownian field). Zbl 1014.60057
Ayache, Antoine; Leger, Stéphanie; Pontier, Monique
8
2002
On existence of an Arrow-Radner equilibrium in the case of complete markets: A remark. Zbl 0761.90019
Dana, Rose-Anne; Pontier, Monique
8
1992
A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility. Zbl 1161.60324
Alòs, Elisa; León, Jorge A.; Pontier, Monique; Vives, Josep
6
2008
Risk neutral measures and asymmetrical information. Zbl 0954.60035
Grorud, Axel; Pontier, Monique
6
1999
Financial market model with influential informed investors. Zbl 1138.91445
Grorud, Axel; Pontier, Monique
5
2005
A fractional Brownian field. Zbl 0945.60047
Léger, Stéphanie; Pontier, Monique
5
1999
How to detect insider trading? Zbl 0881.90040
Grorud, Axel; Pontier, Monique
5
1997
Optimal strategies in a risky debt context. Zbl 1184.91206
Dorobantu, Diana; Mancino, Maria Elvira; Pontier, Monique
3
2009
Identification of an isometric transformation of the standard Brownian sheet. Zbl 1089.60047
Cohen, Serge; Guyon, Xavier; Perrin, Olivier; Pontier, Monique
3
2006
A Dirichlet structure on a Wiener-Poisson space. Application to the enlargement of filtration. Zbl 0985.91027
Denis, Laurent; Grorud, Axel; Pontier, Monique
3
2000
Horizontal lift of a càdlàg semimartingale. Zbl 0764.60047
Pontier, Monique; Estrade, Anne
3
1992
Stochastic analysis on the Lie group-valued Wiener paths. Zbl 0734.60062
Pontier, Monique; Üstünel, Ali Süleyman
3
1991
Filtrage non linéaire avec observation sur une variété. Zbl 0569.60047
Pontier, Monique; Szpirglas, Jacques
3
1985
Joint distribution of a Lévy process and its running supremum. Zbl 1396.60049
Coutin, Laure; Pontier, Monique; Ngom, Waly
2
2018
Approximation of the fractional Brownian sheet VIA Ornstein-Uhlenbeck sheet. Zbl 1181.60073
Coutin, Laure; Pontier, Monique
2
2007
Backward stochastic differential equations in a Lie group. Zbl 0980.60085
Estrade, Anne; Pontier, Monique
2
2001
Stochastic calculus of order 2 and anticipative differential equations on a manifold. Zbl 0849.60057
Grorud, Axel; Pontier, Monique
2
1995
Anticipating stochastic calculus of order two. Zbl 0811.60041
Grorud, Axel; Pontier, Monique
2
1993
Existence and regularity of law density of a pair (diffusion, first component running maximum). Zbl 07101676
Coutin, Laure; Pontier, Monique
1
2019
Reducing the debt: is it optimal to outsource an investment? Zbl 1347.49032
Espinosa, G. E.; Hillairet, C.; Jourdain, B.; Pontier, M.
1
2016
A modelization of public-private partnerships with failure time. Zbl 1318.91076
Hillairet, Caroline; Pontier, Monique
1
2012
Solutions of forward-backward stochastic differential equations. Zbl 0889.60067
Pontier, M.
1
1997
Approximation d’un filtre avec observation sur une variété compacte. (Approximation of a filter with observation on a compact manifold). Zbl 0649.60048
Pontier, Monique
1
1988
Filtering with observations on a Riemannian symmetric space. Zbl 0648.93061
Pontier, Monique; Szpirglas, Jacques
1
1988
Convergence des approximations de McShane d’une diffusion sur une variété compacte. (Convergence of the McShane approximation to a diffusion on a compact manifold). Zbl 0623.60072
Pontier, Monique; Szpirglas, Jacques
1
1987
Arret optimal avec contrainte. Zbl 0528.60037
Pontier, Monique; Szpirglas, Jacques
1
1983
Existence and regularity of law density of a pair (diffusion, first component running maximum). Zbl 07101676
Coutin, Laure; Pontier, Monique
1
2019
Joint distribution of a Lévy process and its running supremum. Zbl 1396.60049
Coutin, Laure; Pontier, Monique; Ngom, Waly
2
2018
Reducing the debt: is it optimal to outsource an investment? Zbl 1347.49032
Espinosa, G. E.; Hillairet, C.; Jourdain, B.; Pontier, M.
1
2016
Estimation of the instantaneous volatility. Zbl 1243.62129
Alvarez, Alexander; Panloup, Fabien; Pontier, Monique; Savy, Nicolas
12
2012
A modelization of public-private partnerships with failure time. Zbl 1318.91076
Hillairet, Caroline; Pontier, Monique
1
2012
Optimal strategies in a risky debt context. Zbl 1184.91206
Dorobantu, Diana; Mancino, Maria Elvira; Pontier, Monique
3
2009
A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility. Zbl 1161.60324
Alòs, Elisa; León, Jorge A.; Pontier, Monique; Vives, Josep
6
2008
Approximation of the fractional Brownian sheet VIA Ornstein-Uhlenbeck sheet. Zbl 1181.60073
Coutin, Laure; Pontier, Monique
2
2007
Singularity functions for fractional processes: application to the fractional Brownian sheet. Zbl 1095.60011
Cohen, Serge; Guyon, Xavier; Perrin, Olivier; Pontier, Monique
9
2006
Identification of an isometric transformation of the standard Brownian sheet. Zbl 1089.60047
Cohen, Serge; Guyon, Xavier; Perrin, Olivier; Pontier, Monique
3
2006
Financial market model with influential informed investors. Zbl 1138.91445
Grorud, Axel; Pontier, Monique
5
2005
Fractional Brownian sheet. Zbl 1006.60029
Ayache, Antoine; Leger, Stéphanie; Pontier, Monique
40
2002
Les ondelettes à la conquête du drap brownien fractionnaire. (Wavelets conquering the fractional Brownian field). Zbl 1014.60057
Ayache, Antoine; Leger, Stéphanie; Pontier, Monique
8
2002
Free lunch and arbitrage possibilities in a financial market model with an insider. Zbl 1047.60041
Imkeller, Peter; Pontier, Monique; Weisz, Ferenc
29
2001
Asymmetrical information and incomplete markets. Zbl 1154.91542
Grorud, Axel; Pontier, Monique
20
2001
Backward stochastic differential equations in a Lie group. Zbl 0980.60085
Estrade, Anne; Pontier, Monique
2
2001
A Dirichlet structure on a Wiener-Poisson space. Application to the enlargement of filtration. Zbl 0985.91027
Denis, Laurent; Grorud, Axel; Pontier, Monique
3
2000
Risk neutral measures and asymmetrical information. Zbl 0954.60035
Grorud, Axel; Pontier, Monique
6
1999
A fractional Brownian field. Zbl 0945.60047
Léger, Stéphanie; Pontier, Monique
5
1999
Insider trading in a continuous time market model. Zbl 0909.90023
Grorud, Axel; Pontier, Monique
48
1998
How to detect insider trading? Zbl 0881.90040
Grorud, Axel; Pontier, Monique
5
1997
Solutions of forward-backward stochastic differential equations. Zbl 0889.60067
Pontier, M.
1
1997
Stochastic calculus of order 2 and anticipative differential equations on a manifold. Zbl 0849.60057
Grorud, Axel; Pontier, Monique
2
1995
Anticipating stochastic calculus of order two. Zbl 0811.60041
Grorud, Axel; Pontier, Monique
2
1993
On existence of an Arrow-Radner equilibrium in the case of complete markets: A remark. Zbl 0761.90019
Dana, Rose-Anne; Pontier, Monique
8
1992
Horizontal lift of a càdlàg semimartingale. Zbl 0764.60047
Pontier, Monique; Estrade, Anne
3
1992
Stochastic analysis on the Lie group-valued Wiener paths. Zbl 0734.60062
Pontier, Monique; Üstünel, Ali Süleyman
3
1991
Optimal portfolio for a small investor in a market model with discontinuous prices. Zbl 0715.90014
Jeanblanc-Picqué, Monique; Pontier, Monique
46
1990
Approximation d’un filtre avec observation sur une variété compacte. (Approximation of a filter with observation on a compact manifold). Zbl 0649.60048
Pontier, Monique
1
1988
Filtering with observations on a Riemannian symmetric space. Zbl 0648.93061
Pontier, Monique; Szpirglas, Jacques
1
1988
Convergence des approximations de McShane d’une diffusion sur une variété compacte. (Convergence of the McShane approximation to a diffusion on a compact manifold). Zbl 0623.60072
Pontier, Monique; Szpirglas, Jacques
1
1987
Filtrage non linéaire avec observation sur une variété. Zbl 0569.60047
Pontier, Monique; Szpirglas, Jacques
3
1985
Arret optimal avec contrainte. Zbl 0528.60037
Pontier, Monique; Szpirglas, Jacques
1
1983
all top 5

Cited by 286 Authors

16 Pontier, Monique
9 Jeanblanc, Monique
8 Jiao, Ying
7 Hillairet, Caroline
7 Tudor, Ciprian A.
6 Eyraud-Loisel, Anne
5 Grorud, Axel
5 Kohatsu-Higa, Arturo
5 Xiao, Yimin
4 Fontana, Claudio
4 Imkeller, Peter
4 Surgailis, Donatas
3 Aksamit, Anna
3 Ankirchner, Stefan
3 Ayache, Antoine
3 Bardhan, Indrajit
3 Blanchet-Scalliet, Christophette
3 Chau, Huy N.
3 Choulli, Tahir
3 Coutin, Laure
3 Detemple, Jerome B.
3 El Karoui, Nicole
3 Hinz, Michael
3 Jacod, Jean
3 Lee, Kiseop
3 Makogin, Vitalii
3 Mancini, Cecilia
3 Protter, Philip Elliott
3 Réveillac, Anthony
3 Rosenbaum, Mathieu
3 Vives, Josep
3 Wu, Dongsheng
2 Abbas, Syed
2 Aït-Sahalia, Yacine
2 Akdim, Khadija
2 Anderes, Ethan B.
2 Applebaum, David B.
2 Baltas, Ioannis D.
2 Begyn, Arnaud
2 Cadenillas, Abel
2 Chao, Xiuli
2 Cohen, Serge
2 Corcuera, José Manuel
2 Deng, Jun
2 Di Nunno, Giulia
2 El Otmani, Mohamed
2 Estrade, Anne
2 Geman, Hélyette
2 Hafayed, Mokhtar
2 Hu, Yaozhong
2 Huang, Zhiyuan
2 Li, Chujin
2 Manton, Jonathan H.
2 Mishura, Yuliya Stepanivna
2 Ngo, Hoang-Long
2 Ogawa, Shigeyoshi
2 Øksendal, Bernt Karsten
2 Ouknine, Youssef
2 Perrin, Olivier
2 Privault, Nicolas
2 Puplinskaitė, Donata
2 Riedel, Frank
2 Runggaldier, Wolfgang J.
2 Said, Salem
2 Song, Shiqi
2 Tankov, Peter
2 Veverka, Petr
2 Xiong, Dewen
2 Yamazato, Makoto
2 Yan, Wei
2 Yannacopoulos, Athanasios N.
2 Ye, Zhongxing
2 Zähle, Martina
1 Acciaio, Beatrice
1 Alp, Özge Sezgin
1 Amadori, Anna Lisa
1 Amami, Rim
1 Amendinger, Jürgen
1 Antonelli, Fabio
1 Balbás, Alejandro
1 Balbás, Raquel
1 Bardina, Xavier
1 Barsotti, Flavia
1 Baudoin, Fabrice
1 Beißner, Patrick
1 Bellamy, Nadine
1 Bi, Xiuchun
1 Biagini, Francesca
1 Biermé, Hermine
1 Blache, Fabrice
1 Bogachev, Vladimir Igorevich
1 Boufoussi, Brahim
1 Branger, Nicole
1 Cacho-Diaz, Julio
1 Cai, Jingwei
1 Callegaro, Giorgia
1 Calzolari, Antonella
1 Campi, Luciano
1 Cao, Guilan
1 Ceci, Claudia
...and 186 more Authors
all top 5

Cited in 88 Serials

26 Stochastic Processes and their Applications
13 International Journal of Theoretical and Applied Finance
12 Stochastics
9 Finance and Stochastics
8 Statistics & Probability Letters
8 Mathematical Finance
7 Stochastic Analysis and Applications
6 Bernoulli
5 Journal of Mathematical Analysis and Applications
4 The Annals of Statistics
3 The Annals of Probability
3 Journal of Economic Theory
3 Journal of Economic Dynamics & Control
3 Random Operators and Stochastic Equations
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Scandinavian Actuarial Journal
3 Quantitative Finance
3 Decisions in Economics and Finance
3 Stochastic Models
2 Lithuanian Mathematical Journal
2 Journal of Applied Probability
2 Journal of Functional Analysis
2 Journal of Mathematical Economics
2 Journal of Statistical Planning and Inference
2 Mathematics and Computers in Simulation
2 Acta Mathematicae Applicatae Sinica. English Series
2 Optimization
2 The Annals of Applied Probability
2 European Journal of Operational Research
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Bulletin des Sciences Mathématiques
2 Applied Mathematical Finance
2 Complexity
2 Statistical Inference for Stochastic Processes
2 Applied Stochastic Models in Business and Industry
2 Stochastics and Dynamics
2 Mathematics and Financial Economics
2 Electronic Journal of Statistics
2 Annals of Finance
1 Advances in Applied Probability
1 International Journal of Control
1 Journal of Mathematical Physics
1 Rocky Mountain Journal of Mathematics
1 Stochastics
1 Acta Mathematica Vietnamica
1 Applied Mathematics and Optimization
1 Collectanea Mathematica
1 Journal of Computational and Applied Mathematics
1 Journal of Econometrics
1 Journal of Optimization Theory and Applications
1 Kybernetes
1 Nagoya Mathematical Journal
1 Operations Research
1 Proceedings of the American Mathematical Society
1 Ricerche di Matematica
1 Transactions of the American Mathematical Society
1 Systems & Control Letters
1 Insurance Mathematics & Economics
1 Bulletin of the Korean Mathematical Society
1 Acta Applicandae Mathematicae
1 Probability Theory and Related Fields
1 Revista Matemática Iberoamericana
1 Journal of Theoretical Probability
1 Applications of Mathematics
1 Communications in Statistics. Theory and Methods
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 Journal of Mathematical Sciences (New York)
1 Fractals
1 The Journal of Fourier Analysis and Applications
1 Differential Equations and Dynamical Systems
1 Mathematical Methods of Operations Research
1 Journal of Applied Mathematics and Decision Sciences
1 Infinite Dimensional Analysis, Quantum Probability and Related Topics
1 Wuhan University Journal of Natural Sciences (WUJNS)
1 Fractional Calculus & Applied Analysis
1 Probability in the Engineering and Informational Sciences
1 Methodology and Computing in Applied Probability
1 The ANZIAM Journal
1 OR Spectrum
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Complex Variables and Elliptic Equations
1 SIAM Journal on Financial Mathematics
1 Probability Surveys
1 Science China. Mathematics
1 Journal of Classical Analysis
1 Journal of Dynamics and Games
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Probability, Uncertainty and Quantitative Risk

Citations by Year