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Carmona, René
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1
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
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2
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
Saved in:
3
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
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4
Statistical analysis of financial data in S-Plus
Carmona, René
-
2004
Persistent link: https://www.econbiz.de/10001794544
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5
From Markovian to partially observable models
Carmona, René
- In:
Indifference pricing : theory and applications
,
(pp. 147-180)
.
2009
Persistent link: https://www.econbiz.de/10003807582
Saved in:
6
Applications to weather derivatives and energy contracts
Carmona, René
- In:
Indifference pricing : theory and applications
,
(pp. 241-264)
.
2009
Persistent link: https://www.econbiz.de/10003807590
Saved in:
7
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:
8
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:
9
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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10
Particle methods for the estimation of credit portfolio loss distributions
Carmona, René
;
Crépey, Stéphane
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 577-602
Persistent link: https://www.econbiz.de/10008905024
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