Pierre Gruet
From MaRDI portal
Person:253116
Available identifiers
zbMath Open gruet.pierreMaRDI QIDQ253116
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! |
| Publication | Date of Publication | Type |
|---|---|---|
| Estimation of the number of factors in a multi-factorial Heath-Jarrow-Morton model in power markets | 2024-09-25 | Paper |
| Electricity Intraday Price Modelling with Marked Hawkes Processes | 2023-05-24 | Paper |
| Efficient volatility estimation in a two‐factor model | 2020-11-30 | Paper |
| An optimal trading problem in intraday electricity markets | 2016-03-08 | Paper |
Research outcomes over time
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