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Fingerprint Dive into the research topics where Rene A. Carmona is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Projects

Research Output

Extended mean field control problems: Stochastic maximum principle and transport perspective

Acciaio, B., Backhoff-Veraguas, J. & Carmona, R., Jan 1 2019, In : SIAM Journal on Control and Optimization. 57, 6, p. 3666-3693 28 p.

Princeton University

Research output: Contribution to journalArticle

  • 1 Scopus citations
  • The self-financing equation in limit order book markets

    Carmona, R. A. & Webster, K., Jul 15 2019, In : Finance and Stochastics. 23, 3, p. 729-759 31 p.

    Princeton University

    Research output: Contribution to journalArticle

  • 1 Scopus citations

    Systemic Risk and Stochastic Games with Delay

    Carmona, R. A., Fouque, J. P., Mousavi, S. M. & Sun, L. H., Nov 1 2018, In : Journal of Optimization Theory and Applications. 179, 2, p. 366-399 34 p.

    Princeton University

    Research output: Contribution to journalArticle

  • 4 Scopus citations
  • 1 Scopus citations