René A. Carmona
Affiliations: | Princeton University, Princeton, NJ |
Area:
MathematicsGoogle:
"René Carmona"Children
Sign in to add trainee| Anastasia Papavasiliou | grad student | 2002 | Princeton |
| Manuel Sales | grad student | 2002 | Princeton |
| Michael R. Tehranchi | grad student | 2002 | Princeton |
| Pavel Diko | grad student | 2004 | Princeton |
| Valdo Durrleman | grad student | 2004 | Princeton |
| Lixin Wang | grad student | 2004 | Princeton |
| Albina Danilova | grad student | 2005 | Princeton |
| Michael Ludkovski | grad student | 2005 | Princeton |
| Nitin Saksena | grad student | 2008 | Princeton |
| Sergey Nadtochiy | grad student | 2009 | Princeton |
| Zhou Yang | grad student | 2010 | Princeton |
| Youhong Sun | grad student | 2011 | Princeton |
| Tianhui M. Li | grad student | 2013 | Princeton |
| Haifeng Luo | grad student | 2014 | Princeton |
| Kevin T. Webster | grad student | 2014 | Princeton |
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Publications
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| Carmona RA, Graves CV. (2020) Jet Lag Recovery: Synchronization of Circadian Oscillators as a Mean Field Game Dynamic Games and Applications. 10: 79-99 |
| Carmona R, Cerenzia M, Palmer AZ. (2020) The Dyson and Coulomb Games Annales Henri Poincaré. 21: 2897-2949 |
| Acciaio B, Backhoff-Veraguas J, Carmona R. (2019) Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective Siam Journal On Control and Optimization. 57: 3666-3693 |
| Carmona R, Graves CV, Tan Z. (2019) Price of Anarchy for Mean Field Games Esaim: Proceedings. 65: 349-383 |
| Angiuli A, Graves CV, Li H, et al. (2019) Cemracs 2017: numerical probabilistic approach to MFG Esaim: Proceedings. 65: 84-113 |
| Carmona R, Webster K. (2019) The self-financing equation in limit order book markets Finance and Stochastics. 23: 729-759 |
| Carmona R, Fouque J, Mousavi SM, et al. (2018) Systemic Risk and Stochastic Games with Delay Journal of Optimization Theory and Applications. 179: 366-399 |
| Carmona RA, Ma Y, Nadtochiy S. (2017) Simulation of Implied Volatility Surfaces via Tangent Levy Models Siam Journal On Financial Mathematics. 8: 171-213 |
| Carmona R, Delarue F, Lacker D. (2017) Mean Field Games of Timing and Models for Bank Runs Applied Mathematics and Optimization. 76: 217-260 |
| Carmona RA, Wang P. (2017) An Alternative Approach to Mean Field Game with Major and Minor Players, and Applications to Herders Impacts Applied Mathematics and Optimization. 76: 5-27 |