The following pages link to Marie-Claire Quenez (Q428525):
Displaying 37 items.
- Exponential utility maximization in an incomplete market with defaults (Q428526) (← links)
- Optimal stopping time problem in a general framework (Q456223) (← links)
- Optimal multiple stopping time problem (Q640060) (← links)
- Generalized Dynkin games and doubly reflected BSDEs with jumps (Q728437) (← links)
- Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
- Optimal double stopping time problem (Q847103) (← links)
- Optimal stopping for dynamic risk measures with jumps and obstacle problems (Q887103) (← links)
- (Q1356363) (redirect page) (← links)
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364) (← links)
- Reflected BSDEs when the obstacle is not right-continuous and optimal stopping (Q1688029) (← links)
- Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
- BSDEs with default jump (Q1733952) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- Optimal portfolio in partially observed stochastic volatility models. (Q1872462) (← links)
- On the strict value of the non-linear optimal stopping problem (Q2201525) (← links)
- American options in a non-linear incomplete market model with default (Q2239267) (← links)
- Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
- BSDEs with jumps, optimization and applications to dynamic risk measures (Q2447715) (← links)
- A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with ${\cal E}^{f}$-expectations (Q2818213) (← links)
- Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs (Q2974865) (← links)
- Mixed generalized Dynkin game and stochastic control in a Markovian framework (Q2974871) (← links)
- (Q3154984) (← links)
- INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES (Q3523571) (← links)
- (Q3985737) (← links)
- (Q4356588) (← links)
- (Q4356589) (← links)
- (Q4357503) (← links)
- (Q4357646) (← links)
- Backward Stochastic Differential Equations in Finance (Q4372051) (← links)
- Game Options in an Imperfect Market with Default (Q4607043) (← links)
- American options in an imperfect complete market with default (Q4615505) (← links)
- Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market (Q4763538) (← links)
- European Options in a Nonlinear Incomplete Market Model with Default (Q5131411) (← links)
- PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION (Q5358060) (← links)
- A Generalized Stochastic Differential Utility (Q5704119) (← links)
- Dynkin games in a general framework (Q5891431) (← links)
- Dynkin games in a general framework (Q5891432) (← links)
