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)