Marie Claire Quenez

Publication Activity (10 Years)

Years Active: 2003-2020
Publications (10 Years): 4

Top Topics

Optimal Stopping

Real Time Strategy Games

Top Venues

SIAM J. Financial Math.

J. Optim. Theory Appl.

SIAM J. Control. Optim.

Publications

Miryana Grigorova, Marie Claire Quenez, Agnès Sulem
European Options in a Nonlinear Incomplete Market Model with Default. SIAM J. Financial Math. 11 (3) (2020)
Roxana Dumitrescu, Marie Claire Quenez, Agnès Sulem
Game Options in an Imperfect Market with Default. SIAM J. Financial Math. 8 (1) (2017)
Roxana Dumitrescu, Marie Claire Quenez, Agnès Sulem
-expectations. SIAM J. Control. Optim. 54 (4) (2016)
Roxana Dumitrescu, Marie Claire Quenez, Agnès Sulem
Optimal Stopping for Dynamic Risk Measures with Jumps and Obstacle Problems. J. Optim. Theory Appl. 167 (1) (2015)
Ali Lazrak, Marie Claire Quenez
A Generalized Stochastic Differential Utility. Math. Oper. Res. 28 (1) (2003)