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Carmona, René
52
Crépey, Stéphane
50
Bielecki, Tomasz R.
13
Cousin, Areski
11
Albanese, Claudio
8
Herbertsson, Alexander
8
Hinz, Juri
6
Nadtochiy, Sergey
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Jeanblanc, Monique
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Iabichino, Stefano
4
Rutkowski, Marek
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3
Dayanıklı, Gökçe
3
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3
Dixon, Matthew F.
3
Fehr, Max
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Fouque, Jean-Pierre
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Rahal, Abdallah
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Touzi, Nizar
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CRÉPEY, STÉPHANE
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Caenazzo, Simone
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Coulon, Michael
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Dayanik, Savas
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Douady, Raphaël
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Hu, Peng
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Kan, Yu Hang
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Ngor, Nathalie
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Porchet, Arnaud
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Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
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Numerical methods in finance : Bordeaux, June 2010
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Physica A: Statistical Mechanics and its Applications
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ECONIS (ZBW)
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21
Electricity price modeling and asset valuation : a multi-fuel structural approach
Carmona, René
;
Coulon, Michael
;
Schwarz, Daniel
- In:
Mathematics and financial economics
7
(
2013
)
2
,
pp. 167-202
Persistent link: https://www.econbiz.de/10009736865
Saved in:
22
Control of McKean-Vlasov dynamics versus mean field games
Carmona, René
;
Delarue, François
;
Lachapelle, Aimé
- In:
Mathematics and financial economics
7
(
2013
)
2
,
pp. 131-166
Persistent link: https://www.econbiz.de/10009736869
Saved in:
23
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:
24
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:
25
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:
26
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
Saved in:
27
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
Saved in:
28
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
Saved in:
29
Indifference pricing : theory and applications
Carmona, René
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003743756
Saved in:
30
Numerical methods in finance : Bordeaux, June 2010
Carmona, René
(
ed.
);
Del Moral, Pierre
(
ed.
);
Hu, Peng
(
ed.
)
-
2012
Persistent link: https://www.econbiz.de/10009532927
Saved in:
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