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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
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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
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Local volatility dynamic models
Carmona, René; Nadtochiy, Sergey - In: Finance and stochastics 13 (2009) 1, pp. 1-48
Persistent link: https://www.econbiz.de/10003939465
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Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René; Fouque, Jean-Pierre; Vestal, Douglas - In: Finance and stochastics 13 (2009) 4, pp. 613-633
Persistent link: https://www.econbiz.de/10003899538
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Tangent Lévy market models
Carmona, René; Nadtochiy, Sergey - In: Finance and stochastics 16 (2012) 1, pp. 63-104
Persistent link: https://www.econbiz.de/10009423250
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Counterparty risk and funding : immersion and beyond
Crépey, Stéphane; Song, Shiqi - In: Finance and stochastics 20 (2016) 4, pp. 901-930
Persistent link: https://www.econbiz.de/10011569906
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Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René; Fouque, Jean-Pierre; Vestal, Douglas - In: Finance and stochastics 13 (2009) 4, pp. 613
Persistent link: https://www.econbiz.de/10008274828
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Tangent Lévy market models
Carmona, René; Nadtochiy, Sergey - In: Finance and stochastics 16 (2011) 1, pp. 63-105
Persistent link: https://www.econbiz.de/10009810440