4. Physics
  5. Condensed Matter
  6. Disordered Systems and Neural Networks

Rene Carmona

Physics – Condensed Matter – Disordered Systems and Neural Networks

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A Characterization of Hedging Portfolios for Interest Rate Contingent Claims

Mathematics – Probability
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Asymptotics for the almost sure Lyapunov Exponent for the solution of the parabolic Anderson problem

Mathematics – Analysis of PDEs
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Frequency content and autocorrelation function of noisy periodic signals

Physics – Condensed Matter – Disordered Systems and Neural Networks
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Weak vs. Strong Correlations: Bid-Ask Spreads for Weather-Contingent Options

Physics – Condensed Matter – Disordered Systems and Neural Networks
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