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~type_genre:"Aufsatz in Zeitschrift"
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Aufsatz in Zeitschrift
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Carmona, René
22
Crépey, Stéphane
17
Chataigner, Marc
3
Dayanıklı, Gökçe
3
Laurière, Mathieu
3
Nadtochiy, Sergey
3
Abbas-Turki, Lokman A.
2
Albanese, Claudio
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Dixon, Matthew F.
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Graves, Christy V.
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Grbac, Zorana
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Saadeddine, Bouazza
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Wang, Peiqi
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Cooney, Daniel B.
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Cousin, Areski
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Fouque, Jean-Pierre
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Rahal, Abdallah
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Finance and stochastics
6
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4
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4
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ECONIS (ZBW)
39
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1
HJM: a unified approach to dynamic models for fixed income, credit and equity markets
Carmona, René
- In:
Paris Princeton lectures on mathematical finance
3
(
2004
),
pp. 1-50
Persistent link: https://www.econbiz.de/10009357091
Saved in:
2
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
Saved in:
3
Optimal multiple stopping of linear diffusions
Carmona, René
;
Dayanik, Savas
- In:
Mathematics of operations research
33
(
2008
)
2
,
pp. 446-460
Persistent link: https://www.econbiz.de/10003732454
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Tangent models as a mathematical framework for dynamic calibration
Carmona, René
;
Nadtochiy, Sergey
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 107-135
Persistent link: https://www.econbiz.de/10008908384
Saved in:
7
Optimal multiple stopping and valuation of swing options
Carmona, René
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10003683246
Saved in:
8
Risk-neutral models for emission allowance prices and option valuation
Carmona, René
;
Hinz, Juri
- In:
Management science : journal of the Institute for …
57
(
2011
)
8
,
pp. 1453-1468
Persistent link: https://www.econbiz.de/10009297007
Saved in:
9
Pricing asset scheduling flexibility using optimal switching
Carmona, René
;
Ludkovski, Michael
- In:
Applied mathematical finance
15
(
2008
)
5/6
,
pp. 405-447
Persistent link: https://www.econbiz.de/10003815251
Saved in:
10
Pricing precipitation based derivatives
Carmona, René
;
Diko, Pavel
- In:
International journal of theoretical and applied finance
8
(
2005
)
7
,
pp. 959-988
Persistent link: https://www.econbiz.de/10003206788
Saved in:
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