Concepedia

M.C. Quenez

MQ

Statistics

Publications

4

Citations

3.3K

H-Index

4

Active since

1997

Affiliations

Shandong University(Current)

M.C. Quenez is an author at Shandong University specializing in engineering, business, and economics.

Top concepts

EngineeringFinanceBusinessEconomicsStochastic AnalysisStochastic CalculusStochastic Differential EquationsProbabilityAsset PricingStochastic Processes

Publications per year

1997–2003

4

Publications

4

Backward Stochastic Differential Equations in Finance

Nicole El Karoui, Shigē Péng, M.C. Quenez · Mathematical Finance · 1997 · 2.3K citations

Economics, Engineering, Asset Pricing +11

Reflected solutions of backward SDE's, and related obstacle problems for PDE's

Nicole El Karoui, C. Kapoudjian, Étienne Pardoux et al. · The Annals of Probability · 1997 · 710 citations

Numerical Analysis, Engineering, Related Obstacle Problems +17

A dynamic maximum principle for the optimization of recursive utilities under constraints

Nicole El Karoui, Shigē Péng, M.C. Quenez · The Annals of Applied Probability · 2001 · 165 citations · Full text

Mathematical Programming, Engineering, Constrained Optimization +23

A Generalized Stochastic Differential Utility

Ali Lazrak, M.C. Quenez · Mathematics of Operations Research · 2003 · 77 citations

Economics, Utility Theory, Engineering +15

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