Marie-Claire Quenez (LPMA)

Identifiers

• name variant Marie-Claire Quenez (LPMA) 0.60 · backfill

Papers (5)

1. Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs math.PR · 2017 · author #2
2. Optimal stopping with f -expectations: the irregular case math.PR · 2016 · author #4
3. Reflected BSDEs when the obstacle is not right-continuous and optimal stopping math.PR · 2015 · author #5
4. Optimal stopping in a general framework math.PR · 2010 · author #2
5. Portfolio optimization in a default model under full/partial information q-fin.PM · 2010 · author #3

Mentions

• 1504.06094 #5 · backfill · confidence 0.70 Marie-Claire Quenez (LPMA)
• 1009.3862 #2 · backfill · confidence 0.70 Marie-Claire Quenez (LPMA)
• 1003.6002 #3 · backfill · confidence 0.70 Marie-Claire Quenez (LPMA)

Frequent Coauthors

• Miryana Grigorova 3 shared papers
• Peter Imkeller 2 shared papers
• Youssef Ouknine 2 shared papers
• D\'epartement de Math\'ematiques) 1 shared papers
• Elias Offen 1 shared papers
• Magdalena Kobylanski (LAMA) 1 shared papers
• Thomas Lim (ENSIIE 1 shared papers