Publication Date | Article Title | Author(s) |
1-Aug-2017 | An Alternative Approach to Mean Field Game with Major and Minor Players, and Applications to Herders Impacts | Carmona, Rene; Wang, P |
1-Jan-2013 | Control of McKean-Vlasov dynamics versus mean field games | Carmona, Rene; Delarue, F; Lachapelle, A |
1-Jan-2013 | Electricity price modeling and asset valuation: A multi-fuel structural approach | Carmona, Rene; Coulon, M; Schwarz, D |
2019 | Extended mean field control problems: Stochastic maximum principle and transport perspective | Acciaio, B; Backhoff-Veraguas, J; Carmona, Rene |
1-Jan-2015 | Forward-backward stochastic differential equations and controlled Mckean-Vlasov dynamics | Carmona, Rene; Delarue, F |
1-Mar-2020 | Jet Lag Recovery: Synchronization of Circadian Oscillators as a Mean Field Game | Carmona, Rene; Graves, CV |
1-Jan-2014 | The master equation for large population equilibriums | Carmona, Rene; Delarue, F |
1-Jan-2015 | Mean field games and systemic risk | Carmona, Rene; Fouque, JP; Sun, LH |
1-Aug-2017 | Mean Field Games of Timing and Models for Bank Runs | Carmona, Rene; Delarue, F; Lacker, D |
1-Nov-2016 | Mean field games with common noise | Carmona, Rene; Delarue, F; Lacker, D |
6-Dec-2013 | Probabilistic analysis of mean-field games | Carmona, Rene; Delarue, F |
1-Jun-2016 | A probabilistic approach to mean field games with major and minor players | Carmona, Rene; Zhu, X |
1-Jan-2015 | A probabilistic weak formulation of mean field games and applications | Carmona, Rene; Lacker, D |
8-Dec-2013 | The Self-Financing Equation in High Frequency Markets | Carmona, Rene; Webster, Kevin |
1-Jan-2017 | Simulation of implied volatility surfaces via tangent Lévy models | Carmona, Rene; Ma, Y; Nadtochiy, S |
1-Oct-2013 | Singular FBSDEs and scalar conservation laws driven by diffusion processes | Carmona, Rene; Delarue, F |
1-Jun-2013 | Singular forward-backward stochastic differential equations and emissions derivatives | Carmona, Rene; Delarue, F; Espinosa, GE; Touzi, N |
1-Nov-2018 | Systemic Risk and Stochastic Games with Delay | Carmona, Rene; Fouque, JP; Mousavi, SM; Sun, LH |
1-Dec-2012 | The valuation of clean spread options: Linking electricity, emissions and fuels | Carmona, Rene; Coulon, M; Schwarz, D |