M.C. Quenez
Impact in
- Finance top 0.2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Modeling and Simulation top 1%
- Mathematical Biology Tumor Growth
Papers in
- Finance 8
- Stochastic processes and financial applications 8
- Capital Investment and Risk Analysis 1
- Credit Risk and Financial Regulations 1
- Financial Risk and Volatility Modeling 1
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- Economic theories and models 5
- Complex Systems and Time Series Analysis 1
- Co-authors
- Nicole El Karoui (6 shared papers)Shigē Péng (3 shared papers)Étienne Pardoux (2 shared papers)Ali Lazrak (2 shared papers)Jakša Cvitanić (1 shared paper)Fernando Zapatero (1 shared paper)
- Journals
- Mathematical Finance (1 paper)Lecture notes in mathematics (1 paper)International Journal of Theoretical and Applied Finance (1 paper)The Annals of Probability (1 paper)Mathematics of Operations Research (1 paper)
- Partner nations
- FranceChinaUnited Kingdom
In The Last Decade
M.C. Quenez
8 papers receiving 2.2k citations
M.C. Quenez's Hit Papers
Peers
Comparison fields: 5 of 55
- Finance 2.3k
- Modeling and Simulation 293
- Demography 691
- Management Science and Operations Research 595
- Applied Mathematics 287
Countries citing papers authored by M.C. Quenez
This map shows the geographic impact of M.C. Quenez's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by M.C. Quenez with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites M.C. Quenez more than expected).
Fields of papers citing papers by M.C. Quenez
This network shows the impact of papers produced by M.C. Quenez. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by M.C. Quenez. The network helps show where M.C. Quenez may publish in the future.
Co-authors
The 6 scholars most cited alongside M.C. Quenez, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | Backward Stochastic Differential Equations in Finance Hit paper breakdown → | 1997 | 1603 |
| 2 | 1997 | 422 | |
| 3 | 2001 | 101 | |
| 4 | 1997 | 95 | |
| 5 | 1997 | 94 | |
| 6 | 2003 | 59 | |
| 7 | 1997 | 34 | |
| 8 | 2001 | 2 |
About M.C. Quenez
M.C. Quenez is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Demography and Infectious Diseases, having authored 8 papers that have together received 2.4k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (8 papers), Economic theories and models (5 papers), Risk and Portfolio Optimization (4 papers), Capital Investment and Risk Analysis (1 paper), Insurance, Mortality, Demography, Risk Management (1 paper), Credit Risk and Financial Regulations (1 paper), Financial Risk and Volatility Modeling (1 paper) and Complex Systems and Time Series Analysis (1 paper). The work is most often cited by research in Finance (2.3k citations), Modeling and Simulation (293 citations), Demography (691 citations), Management Science and Operations Research (595 citations) and Applied Mathematics (287 citations). M.C. Quenez has collaborated with scholars based in France, China and United Kingdom. Frequent co-authors include Nicole El Karoui, Shigē Péng, Étienne Pardoux, Ali Lazrak, Jakša Cvitanić and Fernando Zapatero. Their work appears in journals such as Mathematical Finance, Lecture notes in mathematics, International Journal of Theoretical and Applied Finance, The Annals of Probability and Mathematics of Operations Research.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.