M.C. Quenez

3.6k citations
5 papers · 2.0k indexed · 1 hit paper · h-index 4

M.C. Quenez

4 papers receiving 1.9k citations

Hit Papers

Backward Stochastic Differential Equations in Finance1.5k19972026200620164008001.2k

Peers

M.C. Quenez
Comparison fields: 5 of 53
  • Finance 1.9k
  • Demography 607
  • Modeling and Simulation 233
  • Management Science and Operations Research 518
  • Applied Mathematics 255
Replace Rainer Buckdahn with:
Rainer Buckdahn France
Shanjian Tang China
Zhen Wu China
Patrick Cheridito Switzerland
Saïd Hamadène France
Nicole El Karoui France
Erhan Bayraktar United States
David Hobson United Kingdom
Monique Jeanblanc France
Bruno Bouchard France
M.C. Quenez relative to Rainer Buckdahn France Rainer Buckdahn's profile →
Citations per field
00.5×1.5×
Rainer Buckdahn · 1×
Citations per year

Countries citing papers authored by M.C. Quenez

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network

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.

Border = papers with M.C. Quenez Line = papers co-authored together M.C. Quenez links everyone, so they are left out of the graph.

All Works

5 of 5 papers shown
#Work
1 200354
2 20011
3 200189
4 1997393
5
Backward Stochastic Differential Equations in Financebreakdown →
19971497

About M.C. Quenez

M.C. Quenez is a scholar working on Finance, Management Science and Operations Research, Economics and Econometrics, Demography and Infectious Diseases, having authored 5 papers that have together received 2.0k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (5 papers), Risk and Portfolio Optimization (4 papers), Economic theories and models (3 papers), Insurance, Mortality, Demography, Risk Management (1 paper), Credit Risk and Financial Regulations (1 paper) and Financial Markets and Investment Strategies (1 paper). The work is most often cited by research in Finance (1.9k citations), Demography (607 citations), Modeling and Simulation (233 citations), Management Science and Operations Research (518 citations) and Applied Mathematics (255 citations). M.C. Quenez has collaborated with scholars based in France, China and Canada. 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, Mathematics of Operations Research, The Annals of Probability, International Journal of Theoretical and Applied Finance and The Annals of Applied Probability.

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.

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