Browsing CEREMADE (UMR CNRS 7534) by Author "Quenez, Marie-Claire"
-
BSDEs with default jump
Dumitrescu, Roxana; Grigorova, Miryana; Quenez, Marie-Claire; Sulem, Agnès (2016) Communication / Conférence -
BSDEs with default jump
Dumitrescu, Roxana; Grigorova, Miryana; Quenez, Marie-Claire; Sulem, Agnès (2016-12) Article accepté pour publication ou publié -
Double barrier reflected BSDEs with jumps and generalized Dynkin games
Sulem, Agnès; Quenez, Marie-Claire; Dumitrescu, Roxana (2013) Rapport -
Game options in an imperfect market with default
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès (2017) Article accepté pour publication ou publié -
Generalized Dynkin games and doubly reflected BSDEs with jumps
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès (2016) Article accepté pour publication ou publié -
Mixed generalized Dynkin game and stochastic control in a Markovian framework
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès (2016) Article accepté pour publication ou publié -
Optimal stopping for dynamic risk measures with jumps and obstacle problems
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès (2015) Article accepté pour publication ou publié -
Reflected backward stochastic differential equations with jumps and partial integro-differential variational inequalities
Sulem, Agnès; Quenez, Marie-Claire; Dumitrescu, Roxana (2013) Rapport -
A Weak Dynamic Programming Principle for Combined Optimal Stopping / Stochastic Control with Ef -conditional Expectations
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès (2016) Article accepté pour publication ou publié