M. Quenez
发表
S. Peng,
N. Karoui,
É. Pardoux,
1997
.
M. Quenez,
T. Lim,
2011
.
N. Karoui,
M. Quenez,
1995
.
S. Peng,
N. El Karoui,
N. Karoui,
1997
.
H. Pham,
M. Quenez,
2001
.
Thomas Lim,
Marie-Claire Quenez,
M. Quenez,
2008
.
M. Quenez,
A. Sulem,
Roxana Dumitrescu,
2017,
1708.08675.
N. Karoui,
M. Quenez,
1997
.
S. Peng,
N. Karoui,
M. Quenez,
2001
.
M. Quenez,
A. Sulem,
2012,
1212.6744.
M. Quenez,
A. Sulem,
2013
.
M. Quenez,
A. Sulem,
Roxana Dumitrescu,
2013,
1310.2764.
M. Quenez,
2004
.
P. Imkeller,
M. Quenez,
Y. Ouknine,
2017,
1704.00625.
N. El Karoui,
Etienne Pardoux,
N. Karoui,
1997
.
Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs
M. Quenez,
Miryana Grigorova,
2017,
1705.03724.
M. Quenez,
A. Sulem,
Roxana Dumitrescu,
2018
.
P. Imkeller,
M. Quenez,
Y. Ouknine,
2020
.
M. Quenez,
T. Lim,
2010
.
M. Quenez,
A. Sulem,
Roxana Dumitrescu,
2014,
Journal of Optimization Theory and Applications.
M. Quenez,
1997
.
M. Quenez,
Miryana Grigorova,
A. Sulem,
2019
.
L. Gibelin,
N. Karkour,
D. Linget,
2020,
IEEE Transactions on Nuclear Science.
Marie Claire Quenez,
Ali Lazrak,
A. Lazrak,
2003,
Math. Oper. Res..
Agnès Sulem,
Roxana Dumitrescu,
Marie Claire Quenez,
2016,
SIAM J. Control. Optim..
M. Quenez,
A. Sulem,
Roxana Dumitrescu,
2014,
1407.0416.
M. Quenez,
M. Kobylanski,
Marc Roger de Campagnolle,
2012,
1202.1930.
Marie-Claire Quenez,
M. Quenez,
M. Kobylanski,
2009,
0910.2788.
Dynamic Programming Principle for Combined Optimal Stopping / Stochastic Control with f-Expectations
M. Quenez,
A. Sulem,
Roxana Dumitrescu,
2015
.
Agnès Sulem,
Marie-Claire Quenez,
Miryana Grigorova,
2021,
Stochastic Processes and their Applications.
Agnès Sulem,
Marie-Claire Quenez,
Miryana Grigorova,
2020,
SIAM J. Financial Math..
M. Quenez,
Miryana Grigorova,
Yuan Peng,
2023,
2311.01086.
Agnès Sulem,
Roxana Dumitrescu,
Marie-Claire Quenez,
2014,
J. Optim. Theory Appl..
M. Quenez,
A. Sulem,
Roxana Dumitrescu,
2013
.
M. Quenez,
A. Sulem,
Roxana Dumitrescu,
2013
.
M. Quenez,
Roxana Dumitrescu,
2013
.
M. Quenez,
A. Sulem,
Roxana Dumitrescu,
2015,
1508.02742.
N. Karoui,
M. Quenez,
1997
.
M. Quenez,
M. Kobylanski,
2012
.
M. Quenez,
M. Kobylanski,
2010
.
M. Quenez,
M. Kobylanski,
2010,
1009.3862.