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 backward stochastic differential equations, economics, and recursive utility models.
Publications per year
1997–2003
4
4
Backward Stochastic Differential Equations in Finance
Nicole El Karoui, Shigē Péng, M.C. Quenez · Mathematical Finance · 1997 · 2.4K citations
Engineering, Economics, Finance +10
A Generalized Stochastic Differential Utility
Ali Lazrak, M.C. Quenez · Mathematics of Operations Research · 2003 · 79 citations
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