QUENEZ, MARIE CLAIRE: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market

El Karoui, Nicole, Quenez, Marie-Claire

Journal:

SIAM Journal on Control and Optimization

Year:

1995

Language:

english

File:

PDF, 3.41 MB

english, 1995

2

BSDEs with jumps, optimization and applications to dynamic risk measures

Quenez, Marie-Claire, Sulem, Agnès

Journal:

Stochastic Processes and their Applications

Year:

2013

Language:

english

File:

PDF, 341 KB

english, 2013

3

Game Options in an Imperfect Market with Default

Dumitrescu, Roxana, Quenez, Marie-Claire, Sulem, Agnès

Journal:

SIAM Journal on Financial Mathematics

Year:

2017

Language:

english

File:

PDF, 351 KB

english, 2017

4

Optimal Portfolio in Partially Observed Stochastic Volatility Models

Pham, Huy\^en, Quenez, Marie-Claire

Journal:

The Annals of Applied Probability

Year:

2001

Language:

english

File:

PDF, 35 KB

english, 2001

5

INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES

CVITANIĆ, JAKSA, LAZRAK, ALI, QUENEZ, MARIE CLAIRE, ZAPATERO, FERNANDO

Journal:

International Journal of Theoretical and Applied Finance

Year:

2001

Language:

english

File:

PDF, 282 KB

english, 2001

6

European Options in a Nonlinear Incomplete Market Model with Default

Grigorova, Miryana, Quenez, Marie-Claire, Sulem, AgnÃ¨s

Journal:

SIAM Journal on Financial Mathematics

Year:

2020

File:

PDF, 573 KB

2020

7

Rare genetic susceptibility variants assessment in autism spectrum disorder: detection rate and practical use

Husson, Thomas, Lecoquierre, FranÃ§ois, Cassinari, Kevin, Charbonnier, Camille, Quenez, Olivier, Goldenberg, Alice, Guerrot, Anne-Marie, Richard, Anne-Claire, Drouin-Garraud, ValÃ©rie, Brehin, Anne-Cl

Journal:

Translational Psychiatry

Year:

2020

Language:

english

File:

PDF, 477 KB

english, 2020

8

Generalized Dynkin games and doubly reflected BSDEs with jumps

Dumitrescu, Roxana, Quenez, Marie-Claire, Sulem, Agnès

Journal:

Electronic Journal of Probability

Year:

2016

Language:

english

File:

PDF, 470 KB

english, 2016

9

-expectations: The irregular case

Grigorova, Miryana, Imkeller, Peter, Ouknine, Youssef, Quenez, Marie-Claire

Journal:

Stochastic Processes and their Applications

Year:

2019

Language:

english

File:

PDF, 872 KB

english, 2019

10

A Generalized Stochastic Differential Utility

Ali Lazrak and Marie Claire Quenez

Journal:

Mathematics of Operations Research

Year:

2003

Language:

english

File:

PDF, 2.76 MB

english, 2003

11

Reflected BSDEs when the obstacle is not right-continuous and optimal stopping

Grigorova, Miryana, Imkeller, Peter, Offen, Elias, Ouknine, Youssef, Quenez, Marie-Claire

Journal:

The Annals of Applied Probability

Year:

2017

Language:

english

File:

PDF, 366 KB

english, 2017

12

Dynkin games in a general framework

Kobylanski, Magdalena, Quenez, Marie-Claire, de Campagnolle, Marc Roger

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2014

Language:

english

File:

PDF, 54 KB

english, 2014

13

-expectations: The irregular case

Grigorova, Miryana, Imkeller, Peter, Ouknine, Youssef, Quenez, Marie-Claire

Journal:

Stochastic Processes and their Applications

Year:

2019

File:

PDF, 872 KB

2019

14

A Simple, Universal, and Cost-Efficient Digital PCR Method for the Targeted Analysis of Copy Number Variations

Cassinari, Kévin, Quenez, Olivier, Joly-Hélas, Géraldine, Beaussire, Ludivine, Le Meur, Nathalie, Castelain, Mathieu, Goldenberg, Alice, Guerrot, Anne-Marie, Brehin, Anne-Claire, Deleuze, Jean-Françoi

Journal:

Clinical Chemistry

Year:

2019

File:

PDF, 1.99 MB

2019

15

A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with ${\cal E}^{f}$-expectations

Dumitrescu, Roxana, Quenez, Marie-Claire, Sulem, Agnès

Journal:

SIAM Journal on Control and Optimization

Year:

2016

Language:

english

File:

PDF, 339 KB

english, 2016

16

OPTIMAL MULTIPLE STOPPING TIME PROBLEM

Magdalena Kobylanski, Marie-Claire Quenez and Elisabeth Rouy-Mironescu

Journal:

The Annals of Applied Probability

Year:

2011

Language:

english

File:

PDF, 2.12 MB

english, 2011

17

Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps

Quenez, Marie-Claire, Sulem, Agnès

Journal:

Stochastic Processes and their Applications

Year:

2014

Language:

english

File:

PDF, 304 KB

english, 2014

18

Optimal Portfolio in Partially Observed Stochastic Volatility Models

Huyên Pham and Marie-Claire Quenez

Journal:

The Annals of Applied Probability

Year:

2001

Language:

english

File:

PDF, 2.16 MB

english, 2001

19

PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION

Lim, Thomas, Quenez, Marie-Claire

Journal:

Probability in the Engineering and Informational Sciences

Year:

2015

Language:

english

File:

PDF, 309 KB

english, 2015

20

A Simple, Universal, and Cost-Efficient Digital PCR Method for the Targeted Analysis of Copy Number Variations

Cassinari, Kévin, Quenez, Olivier, Joly-Hélas, Géraldine, Beaussire, Ludivine, Le Meur, Nathalie, Castelain, Mathieu, Goldenberg, Alice, Guerrot, Anne-Marie, Brehin, Anne-Claire, Deleuze, Jean-Françoi

Journal:

Clinical Chemistry

Year:

2019

Language:

english

File:

PDF, 1.99 MB

english, 2019

21

Optimal Stopping for Dynamic Risk Measures with Jumps and Obstacle Problems

Dumitrescu, Roxana, Quenez, Marie-Claire, Sulem, Agnès

Journal:

Journal of Optimization Theory and Applications

Year:

2015

Language:

english

File:

PDF, 296 KB

english, 2015

22

Dynkin games in a general framework

Kobylanski, Magdalena, Quenez, Marie-Claire, de Campagnolle, Marc Roger

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2014

Language:

english

File:

PDF, 263 KB

english, 2014

23

Optimal stopping time problem in a general framework

Kobylanski, Magdalena, Quenez, Marie-Claire

Journal:

Electronic Journal of Probability

Year:

2012

Language:

english

File:

PDF, 331 KB

english, 2012

24

Optimal double stopping time problem

Magdalena Kobylanski, Marie-Claire Quenez, Elisabeth Rouy-Mironescu

Journal:

Comptes Rendus Mathematique

Year:

2010

File:

PDF, 155 KB

2010

25

A Generalized Stochastic Differential Utility

Lazrak, Ali, Quenez, Marie Claire

Journal:

Mathematics of Operations Research

Year:

2003

Language:

english

File:

PDF, 307 KB

english, 2003

26

Optimal multiple stopping time problem

Kobylanski, Magdalena, Quenez, Marie-Claire, Rouy-Mironescu, Elisabeth

Journal:

The Annals of Applied Probability

Year:

2011

Language:

english

File:

PDF, 321 KB

english, 2011

To build up a library is to create a life. It’s never just a random collection of books.

— Carlos María Domínguez

Official channel

Z-Library Desktop Launcher

Z-Library Since 2009 support@1delivery.pm

EnglishРусскийEspañolItalianoελληνικάاللغة العربيةBahasa IndonesiaBahasa Malaysiaहिन्दीDeutschFrançaisPortuguêsУкраїнськаPolski中文繁體中文日本語Tiếng ViệtAzərbaycan DiliՀայոց լեզուภาษาไทยTürk Diliქართველიবাংলাپښتوతెలుగుاردو한국어SrpskiБългарски