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Nonlinear phenomena in optically excited semiconductor structures are of high interest. Here we develop a model capable of studying the dynamics of the photoexcited carriers, including Coulomb interaction on a Hartree-Fock level, on the same footing as the dynamics of the light field impinging on an arbitrary photonic structure. Applying this method to calculate the third-harmonic generation in a semiconductor quantum well embedded in a Bragg mirror structure, we find that the power-law exponent of the intensity dependence of the third-harmonic generation depends on the frequency of the exciting pulse. Off-resonant pulses follow the expected cubic dependence, while the exponent is smaller for resonant pulses due to saturation effects in the induced carrier density. Our study provides a detailed understanding of the carrier and light field dynamics during nonlinear processes.