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Marie-Claire Quenez

Identifiers

  • name variant Marie-Claire Quenez 0.60 · backfill

Papers (10)

  1. American options in an imperfect market with default q-fin.PR · 2017 · author #2
  2. BSDEs with default jump q-fin.PR · 2016 · author #2
  3. Game options in an imperfect market with default q-fin.MF · 2015 · author #2
  4. Mixed generalized Dynkin game and stochastic control in a Markovian framework math.OC · 2015 · author #2
  5. A Weak Dynamic Programming Principle for Combined Optimal Stopping and Stochastic Control with $\mathcal{E}^f$- expectations math.OC · 2014 · author #2
  6. Optimal stopping for dynamic risk measures with jumps and obstacle problems math.OC · 2014 · author #2
  7. Generalized Dynkin Games and Doubly Reflected BSDEs with Jumps math.PR · 2013 · author #2
  8. Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps math.PR · 2012 · author #1
  9. Dynkin games in a general framework math.PR · 2012 · author #2
  10. Optimal multiple stopping time problem math.PR · 2009 · author #2

Mentions

  • 1508.02742 #2 · backfill · confidence 0.70 Marie-Claire Quenez
  • 1407.0416 #2 · backfill · confidence 0.70 Marie-Claire Quenez
  • 1404.4600 #2 · backfill · confidence 0.70 Marie-Claire Quenez
  • 1310.2764 #2 · backfill · confidence 0.70 Marie-Claire Quenez
  • 1212.6744 #1 · backfill · confidence 0.70 Marie-Claire Quenez
  • 1202.1930 #2 · backfill · confidence 0.70 Marie-Claire Quenez
  • 0910.2788 #2 · backfill · confidence 0.70 Marie-Claire Quenez

Frequent Coauthors