Videos

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Binary martingales and option pricing: 1) Reduced form models; 2) Perturbation methods Thumbnail

Binary martingales and option pricing: 1) Reduced form models; 2) Perturbation methods

Presenter
  • Rene Carmona
June 14, 2010
IMA
Stochastic optimization and first continuous time models of cap-and-trade schemes Thumbnail

Stochastic optimization and first continuous time models of cap-and-trade schemes

Presenter
  • Rene Carmona
June 11, 2010
IMA
Discrete time competitive equilibrium models for cap-and-trade schemes and the clean development mechanism Thumbnail

Discrete time competitive equilibrium models for cap-and-trade schemes and the clean development mechanism

Presenter
  • Rene Carmona
June 10, 2010
IMA
Mathematical models for allocation mechanisms and cost distribution Thumbnail

Mathematical models for allocation mechanisms and cost distribution

Presenter
  • Rene Carmona
June 9, 2010
IMA
Implementation of a simple model: second example Thumbnail

Implementation of a simple model: second example

Presenters
  • Rene Carmona
  • Max Fehr
June 9, 2010
IMA
Discrete time competitive equilibrium models for cap-and-trade schemes and the carbon tax Thumbnail

Discrete time competitive equilibrium models for cap-and-trade schemes and the carbon tax

Presenter
  • Rene Carmona
June 8, 2010
IMA
Implementation of a simple model: first example Thumbnail

Implementation of a simple model: first example

Presenters
  • Rene Carmona
  • Max Fehr
June 8, 2010
IMA
Energy and emissions markets, and the existing cap-and-trade schemes Thumbnail

Energy and emissions markets, and the existing cap-and-trade schemes

Presenter
  • Rene Carmona
June 7, 2010
IMA
Cap-and-Trade Market Models, Tutorial II Thumbnail

Cap-and-Trade Market Models, Tutorial II

Presenter
  • Rene Carmona
May 4, 2009
SLMath
Cap-and-Trade Market Models, Tutorial I Thumbnail

Cap-and-Trade Market Models, Tutorial I

Presenter
  • Rene Carmona
May 4, 2009
SLMath
Probabilistic approach to mean field games. An overview. Thumbnail

Probabilistic approach to mean field games. An overview.

Presenter
  • Francois Delarue
August 28, 2017
IPAM
Mean field MDP and mean field RL Thumbnail

Mean field MDP and mean field RL

Presenter
  • Mathieu Laurière
December 7, 2021
IMSI