American options in a non-linear incomplete market model with default von Grigorova, Miryana, Quenez, Marie-Claire, Sulem, Agnès

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PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION von Lim, Thomas, Quenez, Marie-Claire

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REFLECTED BSDES WHEN THE OBSTACLE IS NOT RIGHT-CONTINUOUS AND OPTIMAL STOPPING von Grigorova, Miryana, Imkeller, Peter, Offen, Elias, Ouknine, Youssef, Quenez, Marie-Claire

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Optimal stopping with f-expectations: The irregular case von Grigorova, Miryana, Imkeller, Peter, Ouknine, Youssef, Quenez, Marie-Claire

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Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps von Quenez, Marie-Claire, Sulem, Agnès

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American options in an imperfect complete market with default von Dumitrescu, Roxana, Quenez, Marie-Claire, Sulem, Agnès

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Optimal stopping time problem in a general framework von Kobylanski, Magdalena, Quenez, Marie-Claire

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Generalized Dynkin games and doubly reflected BSDEs with jumps von Dumitrescu, Roxana, Quenez, Marie-Claire, Sulem, Agnès

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European options in a non-linear incomplete market model with default von Grigorova, Miryana, Quenez, Marie-Claire, Sulem, Agnès

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Optimal Stopping for Dynamic Risk Measures with Jumps and Obstacle Problems von Dumitrescu, Roxana, Quenez, Marie-Claire, Sulem, Agnès

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On the strict value of the non-linear optimal stopping problem von Grigorova, Miryana, Imkeller, Peter, Ouknine, Youssef, Quenez, Marie-Claire

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Game Options in an Imperfect Market with Default von Dumitrescu, Roxana, Quenez, Marie-Claire, Sulem, Agnès

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European Options in a Nonlinear Incomplete Market Model with Default von Grigorova, Miryana, Quenez, Marie-Claire, Sulem, Agnès

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OPTIMAL MULTIPLE STOPPING TIME PROBLEM von Kobylanski, Magdalena, Quenez, Marie-Claire, Rouy-Mironescu, Elisabeth

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A Generalized Stochastic Differential Utility von Lazrak, Ali, Quenez, Marie Claire

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Exponential Utility Maximization in an Incomplete Market with Defaults von Lim, Thomas, Quenez, Marie-Claire

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Optimal Portfolio in Partially Observed Stochastic Volatility Models von Pham, Huyên, Quenez, Marie-Claire

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BSDEs with Default Jump von Dumitrescu, Roxana, Grigorova, Miryana, Quenez, Marie-Claire, Sulem, Agnès

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Optimal stopping: Bermudan strategies meet non-linear evaluations von Grigorova, Miryana, Quenez, Marie-Claire, Yuan, Peng

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Dynamic programming and pricing of contingent claims in an incomplete market von EL KAROUI, N, QUENEZ, M.-C

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