Quenez, Marie-Claire
- Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps
2012/12/30 by Agnès Sulem, Quenez, Marie-Claire, Sulem, AgnÈs · 4 citations
Economics, Econometrics and Finance · Decision Sciences · Engineering · #Stochastic processes and financial applications #Risk and Portfolio Optimization #Stability and Control of Uncertain Systems
- Generalized Dynkin Games and Doubly Reflected BSDEs with Jumps
2013/10/10 by Roxana Dumitrescu, Dumitrescu, Roxana, Marie-Claire Quenez +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Economic theories and models #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications
- Mixed generalized Dynkin game and stochastic control in a Markovian\n framework
2015/08/11 by Roxana Dumitrescu, Marie-Claire Quenez, Dumitrescu, Roxana +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Economic theories and models #Stochastic processes and financial applications #Geometric Analysis and Curvature Flows
- Game options in an imperfect market with default
2015/11/29 by Dumitrescu, Roxana, Quenez, Marie-Claire, Sulem, Agnès · 1 citation
#FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)
- Optimal stopping with f -expectations: the irregular case
2016/11/28 by Grigorova, Miryana, Imkeller, Peter, Ouknine, Youssef +1 · 1 citation
#Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- The non-linear multiple stopping problem: between the discrete and the continuous time
2025/04/18 by Miryana Grigorova, Grigorova, Miryana, Marie-Claire Quenez +3 · 1 citation
Computer Science · Engineering · #Optimization and Search Problems #Advanced Manufacturing and Logistics Optimization #Scheduling and Optimization Algorithms