| Publication | Date of Publication | Type |
|---|
Nonzero-Sum Stochastic Impulse Games with an Application in Competitive Retail Energy Markets
ESAIM: Control, Optimisation and Calculus of Variations | 2024-03-11 | Paper |
Equilibrium price in intraday electricity markets
Mathematical Finance | 2023-09-28 | Paper |
Optimal dynamic regulation of carbon emissions market
Mathematical Finance | 2023-09-28 | Paper |
Optimal electricity demand response contracting with responsiveness incentives
Mathematics of Operations Research | 2022-09-26 | Paper |
A McKean-Vlasov game of commodity production, consumption and trading
Applied Mathematics and Optimization | 2022-09-23 | Paper |
The entry and exit game in the electricity markets: a mean-field game approach
Journal of Dynamics and Games | 2022-01-20 | Paper |
An impulse-regime switching game model of vertical competition
Dynamic Games and Applications | 2022-01-20 | Paper |
Correction to: ``No-arbitrage commodity option pricing with market manipulation
Mathematics and Financial Economics | 2021-05-05 | Paper |
No-arbitrage commodity option pricing with market manipulation
Mathematics and Financial Economics | 2020-06-18 | Paper |
A Mckean-Vlasov approach to distributed electricity generation development
Mathematical Methods of Operations Research | 2020-06-15 | Paper |
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications
Mathematics of Operations Research | 2020-04-30 | Paper |
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications
Mathematics of Operations Research | 2020-04-30 | Paper |
The entry and exit game in the electricity markets: a mean-field game approach
(available as arXiv preprint) | 2020-04-29 | Paper |
A policy iteration algorithm for nonzero-sum stochastic impulse games
ESAIM: Proceedings and Surveys | 2019-07-11 | Paper |
Explicit investment rules with time-to-build and uncertainty
Journal of Economic Dynamics and Control | 2018-11-15 | Paper |
Capacity expansion games with application to competition in power generation investments
Journal of Economic Dynamics and Control | 2018-08-09 | Paper |
An optimal trading problem in intraday electricity markets
Mathematics and Financial Economics | 2016-03-08 | Paper |
A probabilistic numerical method for optimal multiple switching problems in high dimension
SIAM Journal on Financial Mathematics | 2015-01-20 | Paper |
A probabilistic numerical method for optimal multiple switching problems in high dimension
SIAM Journal on Financial Mathematics | 2015-01-20 | Paper |
| Electricity derivatives | 2014-07-30 | Paper |
Hedging and vertical integration in electricity markets
Management Science | 2014-01-20 | Paper |
Hedging and vertical integration in electricity markets
Management Science | 2014-01-20 | Paper |
A structural risk-neutral model for pricing and hedging power derivatives
Mathematical Finance | 2013-09-04 | Paper |
A structural risk-neutral model of electricity prices
International Journal of Theoretical and Applied Finance | 2010-01-08 | Paper |
Robust mid-term power generation management
Optimization | 2009-05-12 | Paper |
| scientific article; zbMATH DE number 1543281 (Why is no real title available?) | 2001-02-27 | Paper |
Estimateur de Richardson à pas variable
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-02-15 | Paper |
Numerical investigations on global error estimation for ordinary differential equations
Journal of Computational and Applied Mathematics | 1998-05-27 | Paper |
