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Rene Carmona

Identifiers

  • name variant Rene Carmona 0.60 · backfill

Papers (26)

  1. Applications of a New Self-Financing Equation q-fin.TR · 2019 · author #1
  2. Finite-State Contract Theory with a Principal and a Field of Agents math.PR · 2018 · author #1
  3. A Probabilistic Approach to Extended Finite State Mean Field Games math.PR · 2018 · author #1
  4. Jet Lag Recovery: Synchronization of Circadian Oscillators as a Mean Field Game math.OC · 2018 · author #1
  5. Extended Mean Field Control Problems: stochastic maximum principle and transport perspective math.OC · 2018 · author #3
  6. Price of Anarchy for Mean Field Games math.OC · 2018 · author #1
  7. The microstructure of high frequency markets q-fin.TR · 2017 · author #1
  8. Finite State Mean Field Games with Major and Minor Players math.PR · 2016 · author #1
  9. An Alternative Approach to Mean Field Game with Major and Minor Players, and Applications to Herders Impacts math.PR · 2016 · author #1
  10. Systemic Risk and Stochastic Games with Delay q-fin.MF · 2016 · author #1
  11. Mean field games of timing and models for bank runs math.PR · 2016 · author #1
  12. Simulation of Implied Volatility Surfaces via Tangent Levy Models q-fin.PR · 2015 · author #1
  13. A Probabilistic Approach to Mean Field Games with Major and Minor Players math.PR · 2014 · author #1
  14. Mean field games with common noise math.PR · 2014 · author #1
  15. The Self-Financing Equation in High Frequency Markets q-fin.TR · 2013 · author #1
  16. Mean Field Games and Systemic Risk q-fin.PR · 2013 · author #1
  17. A probabilistic weak formulation of mean field games and applications math.PR · 2013 · author #1
  18. Mean Field Forward-Backward Stochastic Differential Equations math.PR · 2012 · author #1
  19. High Frequency Market Making q-fin.TR · 2012 · author #1
  20. Probabilistic Analysis of Mean-Field Games math.PR · 2012 · author #1
  21. Singular FBSDEs and Scalar Conservation Laws Driven by Diffusion Processes math.PR · 2012 · author #1
  22. Singular Forward-Backward Stochastic Differential Equations and Emissions Derivatives q-fin.PR · 2012 · author #1
  23. Control of McKean-Vlasov Dynamics versus Mean Field Games math.PR · 2012 · author #1
  24. The Valuation of Clean Spread Options: Linking Electricity, Emissions and Fuels q-fin.PR · 2012 · author #1
  25. Electricity price modeling and asset valuation: a multi-fuel structural approach q-fin.PR · 2012 · author #1
  26. A Characterization of Hedging Portfolios for Interest Rate Contingent Claims math.PR · 2004 · author #1

Mentions

  • 1606.03709 #1 · arxiv_oai · confidence 0.70 Rene Carmona
  • 1504.00334 #1 · backfill · confidence 0.70 Rene Carmona
  • 1409.7141 #1 · backfill · confidence 0.70 Rene Carmona
  • 1407.6181 #1 · backfill · confidence 0.70 Rene Carmona
  • 1312.2302 #1 · backfill · confidence 0.70 Rene Carmona
  • 1308.2172 #1 · backfill · confidence 0.70 Rene Carmona
  • 1307.1152 #1 · backfill · confidence 0.70 Rene Carmona
  • 1211.4186 #1 · backfill · confidence 0.70 Rene Carmona
  • 1210.5781 #1 · backfill · confidence 0.70 Rene Carmona
  • 1210.5780 #1 · backfill · confidence 0.70 Rene Carmona
  • 1210.5776 #1 · backfill · confidence 0.70 Rene Carmona
  • 1210.5773 #1 · backfill · confidence 0.70 Rene Carmona
  • 1210.5771 #1 · backfill · confidence 0.70 Rene Carmona
  • 1205.2302 #1 · backfill · confidence 0.70 Rene Carmona
  • 1205.2299 #1 · backfill · confidence 0.70 Rene Carmona

Frequent Coauthors