//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Particle methods for the estim...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
37
Theory
37
Credit risk
20
Derivat
19
Derivative
19
Kreditrisiko
19
Stochastic process
12
Stochastischer Prozess
12
Option pricing theory
10
Optionspreistheorie
10
Portfolio selection
10
Portfolio-Management
10
Volatility
8
Volatilität
8
Finanzmathematik
7
Game theory
7
Markov chain
7
Markov-Kette
7
Mathematical finance
7
Spieltheorie
7
Hedging
6
Risikomanagement
6
Risk management
6
Analysis
5
Mathematical analysis
5
Counterparty risk
4
Credit derivative
4
Kreditderivat
4
Multivariate Verteilung
4
Multivariate distribution
4
Preisdifferenzierung
4
Price discrimination
4
Yield curve
4
Zinsstruktur
4
counterparty risk
4
credit valuation adjustment (CVA)
4
Artificial intelligence
3
Bank risk
3
Bankrisiko
3
Black-Scholes model
3
more ...
less ...
Online availability
All
Undetermined
32
Free
23
Type of publication
All
Article
74
Book / Working Paper
31
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Aufsatz im Buch
8
Book section
8
Aufsatzsammlung
3
Lehrbuch
3
Textbook
3
Article
2
Collection of articles of several authors
2
Sammelwerk
2
Arbeitspapier
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Konferenzschrift
1
Non-commercial literature
1
Working Paper
1
research-article
1
more ...
less ...
Language
All
English
77
Undetermined
28
German
1
Author
All
Carmona, René
52
Crépey, Stéphane
49
Bielecki, Tomasz R.
12
Cousin, Areski
11
Albanese, Claudio
8
Herbertsson, Alexander
8
Hinz, Juri
6
Nadtochiy, Sergey
6
Chataigner, Marc
5
Jeanblanc, Monique
5
Iabichino, Stefano
4
Rutkowski, Marek
4
CARMONA, RENÉ
3
Dayanıklı, Gökçe
3
Del Moral, Pierre
3
Dixon, Matthew F.
3
Fehr, Max
3
Fouque, Jean-Pierre
3
Grbac, Zorana
3
Laurière, Mathieu
3
Oudjane, Nadia
3
Rahal, Abdallah
3
Touzi, Nizar
3
Vestal, Douglas
3
Abbas-Turki, Lokman A.
2
CRÉPEY, STÉPHANE
2
Caenazzo, Simone
2
Coulon, Michael
2
Dayanik, Savas
2
Douady, Raphaël
2
Graves, Christy V.
2
Hu, Peng
2
Kan, Yu Hang
2
Ngor, Nathalie
2
Porchet, Arnaud
2
Saadeddine, Bouazza
2
Schwarz, Daniel
2
Wang, Peiqi
2
Ahmad, Nasir
1
Almehed, Daniel
1
more ...
less ...
Institution
All
Université Paris-Dauphine (Paris IX)
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Nationalekonomiska institutionen, Handelshögskolan
1
Université Paris-Dauphine
1
Published in...
All
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International Journal of Theoretical and Applied Finance (IJTAF)
5
International journal of theoretical and applied finance
4
Mathematics of operations research
4
Paris Princeton lectures on mathematical finance
4
The journal of computational finance
4
Dynamic games and applications : DGA
3
Finance and Stochastics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematics and financial economics
3
Applied mathematical finance
2
Economics Papers from University Paris Dauphine
2
Indifference pricing : theory and applications
2
Mathematical Finance
2
Princeton series in financial engineering
2
Quantitative finance
2
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
2
Review of derivatives research
2
Risks
2
Risks : open access journal
2
The Oxford handbook of credit derivatives
2
A Chapman & Hall book
1
Centre for Climate Change Economics and Policy working paper
1
Chapman & Hall/CRC financial mathematics series
1
Documents de travail du Centre d'Economie de la Sorbonne
1
Financial engineering
1
Grantham Research Institute on Climate Change and the Environment working paper
1
International game theory review
1
Lecture notes in mathematics : a collection of informal reports and seminars
1
Lecture notes in mathematics <Berlin>
1
Management Science
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Numerical methods in finance : Bordeaux, June 2010
1
Open Access publications from Université Paris-Dauphine
1
Physica A: Statistical Mechanics and its Applications
1
Princeton Series in Financial Engineering
1
Princeton Series in Financial Engineering Ser
1
Quantitative Finance
1
Review of Derivatives Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
70
RePEc
19
OLC EcoSci
10
USB Cologne (EcoSocSci)
3
EconStor
2
Other ZBW resources
1
Showing
1
-
10
of
105
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Statistical analysis of financial data in S-Plus
Carmona, René
-
2004
Persistent link: https://www.econbiz.de/10001794544
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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
Saved in:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->