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Class Year	Author(s)	Title	Advisor
2009	Lishkov, Aleksandar	A Game Theoretic Approach to Trading Temperature Difference Contracts	*Carmona, Rene*
2010	Fyfe, Henry Thomas	The Impact of Emissions Leakage on Greenhouse Gas Regulation	*Carmona, Rene*
-	Ma, Yi	Implied Volatility Surface Simulation with Tangent Levy Models	*Carmona, Rene*
-	Cerenzia, Mark Joseph	Integrable models, Coulomb interactions, and mean field game theory	*Carmona, Rene*
2022	Zalmover, Alik	Investigating Price Action and Price Distribution in E-mini Dow Futures Using Aggregated Order Flows of Four Different Types of Market Participants	*Carmona, Rene*
2019	Cheng, Sarah	A Logistic Analysis of the U.S. Permanent Labor Certification Process	*Carmona, Rene*
2011	Villaran, Christian	Maintenance Scheduling for Caracas: Maintaining Power Plants in a Failing Grid	*Carmona, Rene*
2001	Hanson, Alec	Malliavin Calculus Applied to Finance	*Carmona, Rene*
-	Zhu, Xiuneng	Mean Field Games with Major and Minor Players	*Carmona, Rene*
2022	Dayanıklı, Gökçe	Mean Field Models with Heterogeneous Agents: Extensions and Learning	*Carmona, Rene*
1999	Mathew, Vivek Chandy	Modeling Catastrophic Risk	*Carmona, Rene*
2002	Chaudhary, Imran M.	Modeling Extreme Rainfall in Lahore, Pakistan, Using Extreme Value Theory and Copulas	*Carmona, Rene*
2018	Venkataraman, Arjun	Modeling Opinion Dynamics as a Segmented Mean Field Game	*Carmona, Rene*
2011	O'Donovan, Kyle Robert	The New Asian Option: Using Temperature and Rainfall to Predict and Hedge the Uncertainty in Chinese Tea Harvests	*Carmona, Rene*
-	Graves, Christy Vaughn	Non-Atomic Games and an Application to Jet Lag	*Carmona, Rene*
-	Luo, Haifeng	Optimal Execution in a Limit Order Book: A Stochastic Control Approach	*Carmona, Rene*
2011	Weinberg, Michael J.	Optimal Investment Under Asymmetric Compensation Contracts in a Discrete-Time Framework	*Carmona, Rene*
2014	Liu, Diana	Optimal Yield Commodity Indices in Context of the Open Interest Term Structure	*Carmona, Rene*
2023	Chaffee, Aaron	Optimization of Solar Energy and Battery Storage Integration: Economic Benefits, Government Policies, and Emissions Reductions in New Jersey	*Carmona, Rene*
2023	Middleton, George	Optimizing Emergency Medical Services Systems: Integrating Hospital Congestion to Minimize Time to Treatment	*Carmona, Rene*

Showing results 21 to 40 of 61 < previous next >