Year |
Citation |
Score |
2020 |
Carmona RA, Graves CV. Jet Lag Recovery: Synchronization of Circadian Oscillators as a Mean Field Game Dynamic Games and Applications. 10: 79-99. DOI: 10.1007/S13235-019-00315-1 |
0.328 |
|
2020 |
Carmona R, Cerenzia M, Palmer AZ. The Dyson and Coulomb Games Annales Henri Poincaré. 21: 2897-2949. DOI: 10.1007/S00023-020-00936-Y |
0.355 |
|
2019 |
Acciaio B, Backhoff-Veraguas J, Carmona R. Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective Siam Journal On Control and Optimization. 57: 3666-3693. DOI: 10.1137/18M1196479 |
0.344 |
|
2019 |
Carmona R, Graves CV, Tan Z. Price of Anarchy for Mean Field Games Esaim: Proceedings. 65: 349-383. DOI: 10.1051/Proc/201965349 |
0.409 |
|
2019 |
Angiuli A, Graves CV, Li H, Chassagneux J, Delarue F, Carmona R. Cemracs 2017: numerical probabilistic approach to MFG Esaim: Proceedings. 65: 84-113. DOI: 10.1051/Proc/201965084 |
0.366 |
|
2019 |
Carmona R, Webster K. The self-financing equation in limit order book markets Finance and Stochastics. 23: 729-759. DOI: 10.1007/S00780-019-00398-Z |
0.44 |
|
2018 |
Carmona R, Fouque J, Mousavi SM, Sun L. Systemic Risk and Stochastic Games with Delay Journal of Optimization Theory and Applications. 179: 366-399. DOI: 10.1007/S10957-018-1267-8 |
0.372 |
|
2017 |
Carmona RA, Ma Y, Nadtochiy S. Simulation of Implied Volatility Surfaces via Tangent Levy Models Siam Journal On Financial Mathematics. 8: 171-213. DOI: 10.1137/15M1015510 |
0.721 |
|
2017 |
Carmona R, Delarue F, Lacker D. Mean Field Games of Timing and Models for Bank Runs Applied Mathematics and Optimization. 76: 217-260. DOI: 10.1007/S00245-017-9435-Z |
0.379 |
|
2017 |
Carmona RA, Wang P. An Alternative Approach to Mean Field Game with Major and Minor Players, and Applications to Herders Impacts Applied Mathematics and Optimization. 76: 5-27. DOI: 10.1007/S00245-017-9430-4 |
0.406 |
|
2016 |
Carmona RA, Delarue F, Lacker D. Mean field games with common noise Annals of Probability. 44: 3740-3803. DOI: 10.1214/15-Aop1060 |
0.33 |
|
2016 |
Carmona R, Zhu X. A probabilistic approach to mean field games with major and minor players Annals of Applied Probability. 26: 1535-1580. DOI: 10.1214/15-Aap1125 |
0.369 |
|
2015 |
Carmona RA, Fouque JP, Sun LH. Mean Field Games and Systemic Risk Communications in Mathematical Sciences. 13: 911-933. DOI: 10.2139/Ssrn.2307814 |
0.376 |
|
2015 |
Carmona R, Delarue F. Forward-backward stochastic differential equations and controlled Mckean-Vlasov dynamics Annals of Probability. 43: 2647-2700. DOI: 10.1214/14-Aop946 |
0.387 |
|
2015 |
Carmona R, Lacker D. A probabilistic weak formulation of mean field games and applications Annals of Applied Probability. 25: 1189-1231. DOI: 10.1214/14-Aap1020 |
0.413 |
|
2015 |
Carmona R. Financialization of the commodities markets: A non-technical introduction Fields Institute Communications. 74: 3-37. DOI: 10.1007/978-1-4939-2733-3_1 |
0.367 |
|
2014 |
Carmona R, Coulon M. A survey of commodity markets and structural models for electricity prices Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and Commodity Markets. 41-83. DOI: 10.1007/978-1-4614-7248-3_2 |
0.401 |
|
2013 |
Carmona R, Delarue F. Mean field forward-backward stochastic differential equations Electronic Communications in Probability. 18: 1-15. DOI: 10.1214/Ecp.V18-2446 |
0.313 |
|
2013 |
Carmona R, Delarue F, Espinosa G, Touzi N. Singular Forward-Backward Stochastic Differential Equations and Emissions Derivatives Annals of Applied Probability. 23: 1086-1128. DOI: 10.1214/12-Aap865 |
0.371 |
|
2013 |
Carmona R, Delarue F. Probabilistic analysis of mean-field games Siam Journal On Control and Optimization. 51: 2705-2734. DOI: 10.1137/120883499 |
0.391 |
|
2013 |
Carmona R, Coulon M, Schwarz D. Electricity price modeling and asset valuation: A multi-fuel structural approach Mathematics and Financial Economics. 7: 167-202. DOI: 10.1007/S11579-012-0091-4 |
0.454 |
|
2013 |
Carmona R, Delarue F, Lachapelle A. Control of McKean–Vlasov dynamics versus mean field games Mathematics and Financial Economics. 7: 131-166. DOI: 10.1007/S11579-012-0089-Y |
0.393 |
|
2013 |
Carmona R, Delarue F. Singular FBSDEs and scalar conservation laws driven by diffusion processes Probability Theory and Related Fields. 157: 333-388. DOI: 10.1007/S00440-012-0459-7 |
0.367 |
|
2012 |
Carmona R, Coulon M, Schwarz D. The valuation of clean spread options: Linking electricity, emissions and fuels Quantitative Finance. 12: 1951-1965. DOI: 10.1080/14697688.2012.750733 |
0.401 |
|
2012 |
Carmona R, Nadtochiy S. Tangent Lévy market models Finance and Stochastics. 16: 63-104. DOI: 10.1007/S00780-011-0158-8 |
0.724 |
|
2011 |
Carmona R, Hinz J. Risk-neutral models for emission allowance prices and option valuation Management Science. 57: 1453-1468. DOI: 10.1287/Mnsc.1110.1358 |
0.45 |
|
2011 |
Carmona R, Nadtochiy S. Tangent models as a mathematical framework for dynamic calibration International Journal of Theoretical and Applied Finance. 14: 107-135. DOI: 10.1142/S0219024911006280 |
0.734 |
|
2010 |
Yang Z, Tong Z, Chen Y, Zeng J, Lu F, Sun X, Zhao C, Wang K, Davey L, Chen H, London N, Muramatsu D, Salasar F, Carmona R, Kasuga D, et al. Genetic and functional dissection of HTRA1 and LOC387715 in age-related macular degeneration. Plos Genetics. 6: e1000836. PMID 20140183 DOI: 10.1371/Journal.Pgen.1000836 |
0.314 |
|
2010 |
Carmona R, Crépey S. Particle methods for the estimation of credit portfolio loss distributions International Journal of Theoretical and Applied Finance. 13: 577-602. DOI: 10.1142/S0219024910005905 |
0.328 |
|
2010 |
Carmona R, Fehr M, Hinz J, Porchet A. Market Design for Emission Trading Schemes Siam Review. 52: 403-452. DOI: 10.1137/080722813 |
0.426 |
|
2010 |
Carmona R, Ludkovski M. Valuation of energy storage: An optimal switching approach Quantitative Finance. 10: 359-374. DOI: 10.1080/14697680902946514 |
0.69 |
|
2009 |
Carmona R, Fehr M, Hinz J. Optimal Stochastic Control and Carbon Price Formation Siam Journal On Control and Optimization. 48: 2168-2190. DOI: 10.1137/080736910 |
0.437 |
|
2009 |
Carmona R, Fouque JP, Vestal D. Interacting particle systems for the computation of rare credit portfolio losses Finance and Stochastics. 13: 613-633. DOI: 10.1007/S00780-009-0098-8 |
0.359 |
|
2009 |
Carmona R, Nadtochiy S. Local volatility dynamic models Finance and Stochastics. 13: 1-48. DOI: 10.1007/S00780-008-0078-4 |
0.73 |
|
2008 |
Carmona R, Dayanik S. Optimal multiple stopping of linear diffusions Mathematics of Operations Research. 33: 446-460. DOI: 10.1287/Moor.1070.0301 |
0.331 |
|
2008 |
Carmona R, Touzi N. Optimal multiple stopping and valuation of swing options Mathematical Finance. 18: 239-268. DOI: 10.1111/J.1467-9965.2007.00331.X |
0.389 |
|
2008 |
Carmona R, Ludkovski M. Pricing asset scheduling flexibility using optimal switching Applied Mathematical Finance. 15: 405-447. DOI: 10.1080/13504860802170507 |
0.68 |
|
2008 |
Carmona R. Indifference pricing: Theory and applications Indifference Pricing: Theory and Applications. 1-414. |
0.432 |
|
2007 |
Carmona RA. HJM: A unified approach to dynamic models for fixed income, credit and equity markets Lecture Notes in Mathematics. 1919: 1-50. DOI: 10.1007/978-3-540-73327-0_1 |
0.389 |
|
2005 |
Carmona R, Durrelman V. Generalizing the Black-Scholes Formula to Multivariate Contingent Claims Journal of Computational Finance. 9: 43-67. DOI: 10.21314/Jcf.2005.159 |
0.349 |
|
2005 |
Carmona R, Diko P. Pricing precipitation based derivatives International Journal of Theoretical and Applied Finance. 8: 959-988. DOI: 10.1142/S0219024905003311 |
0.499 |
|
2004 |
Carmona R, Tehranchi M. A characterization of hedging portfolios for interest rate contingent claims Annals of Applied Probability. 14: 1267-1294. DOI: 10.1214/105051604000000297 |
0.378 |
|
2004 |
Carmona R, Grishin SA, Molchanov S. Asymptotics for the boundary parabolic Anderson problem in a half space Random Operators and Stochastic Equations. 12: 105-128. DOI: 10.1163/156939704323074683 |
0.305 |
|
2003 |
Carmona R, Durrleman V. Pricing and hedging spread options Siam Review. 45: 627-685. DOI: 10.1137/S0036144503424798 |
0.645 |
|
2000 |
Briand P, Carmona R. BSDEs with polynomial growth generators Journal of Applied Mathematics and Stochastic Analysis. 13: 207-238. DOI: 10.1155/S1048953300000216 |
0.304 |
|
1998 |
Carmona RA, Viens FG. Almost-sure exponential behavior of a stochastic anderson model with continuous space parameter Stochastics and Stochastics Reports. 62: 251-273. DOI: 10.1080/17442509808834135 |
0.311 |
|
1996 |
Carmona R, Viens FG, Molchanov SA. Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation Random Operators and Stochastic Equations. 4: 43-49. DOI: 10.1515/Rose.1996.4.1.43 |
0.327 |
|
1995 |
Carmona RA, Molchanov SA. Stationary parabolic Anderson model and intermittency Probability Theory and Related Fields. 102: 433-453. DOI: 10.1007/Bf01198845 |
0.339 |
|
1994 |
Carmona RA, Fouque JP. A diffusion approximation result for two parameter processes Probability Theory and Related Fields. 98: 277-298. DOI: 10.1007/Bf01192255 |
0.317 |
|
1989 |
Carmona R. Path integrals for relativistic Schrodinger operators Lecture Notes in Physics. 345: 65-92. DOI: 10.1007/3-540-51783-9_17 |
0.31 |
|
1985 |
Carmona R. One-dimensional Schrödinger operators with random potentials: A survey Acta Applicandae Mathematicae. 4: 65-91. DOI: 10.1007/Bf02293491 |
0.327 |
|
1983 |
Carmona R. One-dimensional Schrödinger operators with random or deterministic potentials: New spectral types Journal of Functional Analysis. 51: 229-258. DOI: 10.1016/0022-1236(83)90027-7 |
0.336 |
|
1983 |
Bentosela F, Carmona RA, Duclos P, Simon B, Souillard B, Weder R. Schrödinger operators with an electric field and random or deterministic potentials Communications in Mathematical Physics. 88: 387-397. DOI: 10.1007/Bf01213215 |
0.303 |
|
1978 |
Carmona R. Pointwise bounds for Schrödinger eigenstates Communications in Mathematical Physics. 62: 97-106. DOI: 10.1007/Bf01248665 |
0.311 |
|
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