A Generalized Stochastic Differential Utility. - Ali Lazrak; Marie Claire Quenez (Math. Oper. Res., 2003)

Optimal Stopping for Dynamic Risk Measures with Jumps and Obstacle Problems. - Roxana Dumitrescu; Marie Claire Quenez; Agnès Sulem (J. Optim. Theory Appl., 2015)

A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with Ef-expectations. - Roxana Dumitrescu; Marie Claire Quenez; Agnès Sulem (SIAM J. Control. Optim., 2016)

Game Options in an Imperfect Market with Default. - Roxana Dumitrescu; Marie Claire Quenez; Agnès Sulem (SIAM J. Financial Math., 2017)

European Options in a Nonlinear Incomplete Market Model with Default. - Miryana Grigorova; Marie Claire Quenez; Agnès Sulem (SIAM J. Financial Math., 2020)

Non-linear Non-zero-Sum Dynkin Games with Bermudan Strategies. - Miryana Grigorova; Marie Claire Quenez; Peng Yuan (J. Optim. Theory Appl., 2025)