R
René Carmona
Researcher at Princeton University
Publications - 211
Citations - 11517
René Carmona is an academic researcher from Princeton University. The author has contributed to research in topics: Stochastic differential equation & Nash equilibrium. The author has an hindex of 53, co-authored 206 publications receiving 10163 citations. Previous affiliations of René Carmona include University of California, Irvine.
Papers
More filters
Book
Spectral Theory of Random Schrödinger Operators
TL;DR: In this article, the authors present a Spectral Theory of Self-Adjoint Operators (SOPO) and Inverse Spectral Theorem (IST) for the case of self-adjoint operators.
BookDOI
Probabilistic theory of mean field games with applications
René Carmona,François Delarue +1 more
TL;DR: In this paper, the authors provide a comprehensive treatment of the probabilistic approach to mean field game models and their applications, including numerical solutions, and a detailed road map through the book allowing different access points for different readers.
Journal ArticleDOI
Anderson localization for Bernoulli and other singular potentials
TL;DR: In this article, the authors prove exponential localization in the Anderson model under very weak assumptions on the potential distribution, allowing any measure which is not concentrated on a single point and possesses some finite moment.
Journal ArticleDOI
Pricing and Hedging Spread Options
René Carmona,Valdo Durrleman +1 more
TL;DR: This work presents a general overview of the common features of all spread options by discussing in detail their roles as speculation devices and risk management tools, and describes the mathematical framework used to model them.