Rene Carmona
Title
Cited by
Cited by
Year
Spectral theory of random Schrödinger operators
R Carmona, J Lacroix
Springer Science & Business Media, 2012
10152012
Practical Time-Frequency Analysis: Gabor and wavelet transforms, with an implementation in S
R Carmona, WL Hwang, B Torresani
Academic Press, 1998
5111998
Pricing and hedging spread options
R Carmona, V Durrleman
Siam Review 45 (4), 627-685, 2003
4032003
Characterization of signals by the ridges of their wavelet transforms
RA Carmona, WL Hwang, B Torrésani
IEEE transactions on signal processing 45 (10), 2586-2590, 1997
3941997
Lecture notes in mathematics
R Carmona, I Ekeland, A Kohatsu-Higa, JM Lasry, PL Lions, H Pham
Springer-Verlag, 2007
364*2007
Probabilistic analysis of mean-field games
R Carmona, F Delarue
SIAM Journal on Control and Optimization 51 (4), 2705-2734, 2013
3222013
Probabilistic Theory of Mean Field Games with Applications I-II
R Carmona, F Delarue
Springer Nature, 2018
2992018
Parabolic Anderson problem and intermittency
R Carmona, RA Carmona, SA Molchanov
American Mathematical Soc., 1994
294*1994
Anderson localization for Bernoulli and other singular potentials
R Carmona, A Klein, F Martinelli
Communications in Mathematical Physics 108 (1), 41-66, 1987
2831987
Relativistic Schrödinger operators: asymptotic behavior of the eigenfunctions
R Carmona, WC Masters, B Simon
Journal of functional analysis 91 (1), 117-142, 1990
2771990
Multiridge detection and time-frequency reconstruction
RA Carmona, WL Hwang, B Torrésani
IEEE transactions on signal processing 47 (2), 480-492, 1999
2651999
Indifference pricing: theory and applications
R Carmona
Princeton University Press, 2008
2542008
Optimal multiple stopping and valuation of swing options
R Carmona, N Touzi
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008
2342008
Interest rate models: an infinite dimensional stochastic analysis perspective
R Carmona, MR Tehranchi
Springer Science & Business Media, 2007
2292007
Control of McKean–Vlasov dynamics versus mean field games
R Carmona, F Delarue, A Lachapelle
Mathematics and Financial Economics 7 (2), 131-166, 2013
1992013
Mean field games and systemic risk
R Carmona, JP Fouque, LH Sun
Available at SSRN 2307814, 2013
1942013
Valuation of energy storage: An optimal switching approach
R Carmona, M Ludkovski
Quantitative finance 10 (4), 359-374, 2010
1872010
Hedging of defaultable claims
TR Bielecki, M Jeanblanc, M Rutkowski
Paris-Princeton Lectures on Mathematical Finance 2003, 1-132, 2004
173*2004
Can one hear the dimension of a fractal?
J Brossard, R Carmona
Communications in mathematical physics 104 (1), 103-122, 1986
1671986
Adaptive smoothing respecting feature directions
RA Carmona, S Zhong
IEEE Transactions on Image Processing 7 (3), 353-358, 1998
1611998
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Articles 1–20