Marie Claire Quenez

According to our database, Marie Claire Quenez authored at least 6 papers between 2003 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2025

Non-linear Non-zero-Sum Dynkin Games with Bermudan Strategies.

Miryana Grigorova, Marie Claire Quenez, Peng Yuan

J. Optim. Theory Appl., July, 2025

2020

European Options in a Nonlinear Incomplete Market Model with Default.

Miryana Grigorova, Marie Claire Quenez, Agnès Sulem

SIAM J. Financial Math., 2020

2017

Game Options in an Imperfect Market with Default.

Roxana Dumitrescu, Marie Claire Quenez, Agnès Sulem

SIAM J. Financial Math., 2017

2016

A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with <i>E</i>^f-expectations.

Roxana Dumitrescu, Marie Claire Quenez, Agnès Sulem

SIAM J. Control. Optim., 2016

2015

Optimal Stopping for Dynamic Risk Measures with Jumps and Obstacle Problems.

Roxana Dumitrescu, Marie Claire Quenez, Agnès Sulem

J. Optim. Theory Appl., 2015

2003

A Generalized Stochastic Differential Utility.

Ali Lazrak, Marie Claire Quenez

Math. Oper. Res., 2003