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The influence of economic research on financial mathematics : evidence from the last 25 years

Carmona, René - In: Finance and stochastics 26 (2022) 1, pp. 85-101

Persistent link: https://www.econbiz.de/10012796474

Mean field models to regulate carbon emissions in electricity production

Carmona, René; Dayanıklı, Gökçe; Laurière, Mathieu - In: Dynamic games and applications : DGA 12 (2022) 3, pp. 897-928

Persistent link: https://www.econbiz.de/10013433621

A probabilistic approach to extended finite state mean field games

Carmona, René; Wang, Peiqi - In: Mathematics of operations research 46 (2021) 2, pp. 471-502

Persistent link: https://www.econbiz.de/10012582177

Finite-state contract theory with a principal and a field of agents

Carmona, René; Wang, Peiqi - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 4725-4741

Persistent link: https://www.econbiz.de/10012625009

Jet lag recovery : synchronization of circadian oscillators as a mean field game

Carmona, René; Graves, Christy V. - In: Dynamic games and applications : DGA 10 (2020) 1, pp. 79-99

Persistent link: https://www.econbiz.de/10012226817

The self-financing equation in limit order book markets

Carmona, René; Webster, Kevin - In: Finance and stochastics 23 (2019) 3, pp. 729-759

Persistent link: https://www.econbiz.de/10012023769

Stochastic graphon games : I. the static case

Carmona, René; Cooney, Daniel B.; Graves, Christy V.; … - In: Mathematics of operations research 47 (2022) 1, pp. 750-778

Persistent link: https://www.econbiz.de/10013364942

Optimal execution with identity optionality

Carmona, René; Zeng, Claire - In: Applied mathematical finance 29 (2022) 4, pp. 261-287

Persistent link: https://www.econbiz.de/10014291946

Mean field game model for an advertising competition in a duopoly

Carmona, René; Dayanıklı, Gökçe - In: International game theory review 23 (2021) 4, pp. 1-26

Persistent link: https://www.econbiz.de/10013175834

Indifference Pricing : Theory and Applications

Carmona, René (contributor) - 2009

Main description: This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. René Carmona brings together a who's who of leading experts in the field to provide the definitive introduction for students, scholars, and...

Persistent link: https://www.econbiz.de/10014488322