Marie Claire Quenez

Finance · 2001–2016

A researcher in the Science corpus: 11 papers; trusts 15 researchers and is trusted by 22 researchers here, as inferred from the citation graph.

Subfields

• Finance — 52 citations into it; #1,342 of 10,518 by trust here, #2,835 by citations
• Management Science and Operations Research — 24 citations into it; #1,365 of 11,946 by trust here, #2,873 by citations
• Demography — 22 citations into it; #758 of 4,236 by trust here, #1,883 by citations
• Economics and Econometrics — 22 citations into it; #15,186 of 23,481 by trust here, #14,505 by citations
• Modeling and Simulation — 5 citations into it

Whom Marie Claire Quenez trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. M. Kobylanski
2. Shige Peng
3. Walter Schachermayer
4. Ioannis Karatzas
5. Erhan Bayraktar
6. Ivar Ekeland
7. Nicole El Karoui
8. Pauline Barrieu
9. Agnès Sulem
10. Freddy Delbaen

Who trusts Marie Claire Quenez overall

1. Alexander Schied
2. Miryana Grigorova
3. Daniel Hernandez-Hernandez
4. Peter Imkeller
5. Thomas Kruse
6. Hans Föllmer
7. Y. Ouknine
8. Ching-Tang Wu
9. Marcel Nutz
10. Daniel Bartl

Papers from Marie Claire Quenez's perspective

Ordered by how strongly the researchers Marie Claire Quenez trusts endorse each paper. Same corpus, a different order for every researcher.

1. Pricing Via Utility Maximization and Entropy
2. BSDE with quadratic growth and unbounded terminal value
3. Backward stochastic differential equations and partial differential equations with quadratic growth
4. Optimization by Vector Space Methods
5. Optimal derivatives design under dynamic risk measures
6. Utility maximization in incomplete markets
7. OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
8. Exponential Hedging and Entropic Penalties
9. Optimal investment in incomplete markets when wealth may become negative
10. Mathematical Methods for Financial Markets

Their papers

• Optimal Portfolio in a Multiple-Priors Model (2004) — 104 citations
• A dynamic maximum principle for the optimization of recursive utilities under constraints (2001) — 187 citations
• BSDEs with jumps, optimization and applications to dynamic risk measures (2013) — 153 citations
• Optimal stopping time problem in a general framework (2012) — 62 citations
• Optimal multiple stopping time problem (2009) — 61 citations
• Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (2012) — 83 citations
• Optimal stopping with f-expectations: The irregular case (2016) — 61 citations
• Reflected BSDEs when the obstacle is not right-continuous and optimal stopping (2015) — 81 citations
• Generalized Dynkin games and doubly reflected BSDEs with jumps (2013) — 56 citations
• Exponential Utility Maximization in an Incomplete Market with Defaults (2011) — 53 citations
• Optimal Portfolio in Partially Observed Stochastic Volatility Models (2001) — 104 citations