Monique Jeanblanc

French mathematician and economist 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]

Education and career

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]

Recognition

In 2009, Jeanblanc was made a chevalier in the Legion of Honour.[6]

References

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