Carmona, Rene - Department of Operations Research and Financial Engineering, Princeton University

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Carmona, Rene - Department of Operations Research and Financial Engineering, Princeton University

HEDGING IN PARTIALLY OBSERVABLE MARKETS SIMON BRENDLE AND RENE CARMONA
Consistency of the Geometric Brownian Motion Model of Stock Prices with Asymmetric Information.
OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS RENE CARMONA AND NIZAR TOUZI
MATHEMATICS OF OPERATIONS RESEARCH Vol. 33, No. 2, May 2008, pp. 446460
CONVENIENCE YIELD MODEL WITH PARTIAL OBSERVATIONS AND EXPONENTIAL UTILITY
Noname manuscript No. (will be inserted by the editor)
LOCAL VOLATILITY DYNAMIC MODELS RENE CARMONA AND SERGEY NADTOCHIY
Spot Convenience Yield Models for the Energy Markets Rene Carmona and Michael Ludkovski
JUNE 2003 ENVIRONMENTAL FINANCE20 W E A T H E R R E P O R T P R I C I N G
STATISTICAL ANALYSIS OF FINANCIAL DATA IN R RENE CARMONA
Calibrating Arbitrage-Free Stochastic Volatility Models by Relative Entropy Method 1
Pricing Asset Scheduling Flexibility using Optimal Rene Carmona
PRICING AND HEDGING MULTIVARIATE CONTINGENT CLAIMS RENE CARMONA AND VALDO DURRLEMAN
HJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Markets
PRICING AND HEDGING SPREAD OPTIONS RENE CARMONA AND VALDO DURRLEMAN
68 energy risk November 2003 The ability to calculate correlations for different assets or for the
Key words. Emissions markets, Cap-and-trade schemes, Equilibrium models, Environmental MARKET DESIGN FOR EMISSION TRADING SCHEMES
Part I DATA EXPLORATION, ESTIMATION AND SIMULATION 1 UNIVARIATE EXPLORATORY DATA ANALYSIS . . . . . . . . . . . . . . . 3
PRICING AND HEDGING SPREAD OPTIONS IN A LOG-NORMAL MODEL RENE CARMONA AND VALDO DURRLEMAN