O. Feron

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Estimation of the number of factors in a multi-factorial Heath-Jarrow-Morton model in power markets2024-09-25Paper
Price formation and optimal trading in intraday electricity markets
Network Games, Control and Optimization
2022-10-24Paper
Price formation and optimal trading in intraday electricity markets
Mathematics and Financial Economics
2022-04-01Paper
Estimating fast mean-reverting jumps in electricity market models
ESAIM: Probability and Statistics
2020-12-15Paper
Efficient volatility estimation in a two-factor model
Scandinavian Journal of Statistics
2020-11-30Paper
Microwave imaging: characterization of unknown dielectric or conductive materials
AIP Conference Proceedings
2020-08-26Paper
Monte Carlo calculation of radioimmunotherapy with \(^{90}\)Y-, \(^{177}\)Lu-, \(^{131}\)I-, \(^{124}\)I-, and \(^{188}\)Re-nanoobjects: choice of the best radionuclide for solid tumour treatment by using TCP and NTCP concepts
Computational & Mathematical Methods in Medicine
2016-09-06Paper
Joint econometric modeling of spot electricity prices, forwards and options
Review of Derivatives Research
2013-02-01Paper
Estimation of covariance matrices based on hierarchical inverse-Wishart priors
Journal of Statistical Planning and Inference
2013-01-25Paper
Microwave imaging of inhomogeneous objects made of a finite number of dielectric and conductive materials from experimental data
Inverse Problems
2006-03-13Paper


Research outcomes over time


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