4. Mathematics
  5. Probability

Marie-Claire Quenez

Mathematics – Probability

Scientist

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PMA

Dynkin games in a general framework

Mathematics – Probability
Scientific paper

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Optimal double stopping time

Mathematics – Probability
Scientific paper

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Optimal multiple stopping time problem

Mathematics – Probability
Scientific paper

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Optimal stopping with discontinuous reward

Mathematics – Probability
Scientific paper

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Portfolio optimization in a defaults model under full/partial information

Economy – Quantitative Finance – Portfolio Management
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