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 Applied Mathematical Finance | 2023-05-24 | Paper |
| Efficient volatility estimation in a two-factor model Scandinavian Journal of Statistics | 2020-11-30 | Paper |
| An optimal trading problem in intraday electricity markets Mathematics and Financial Economics | 2016-03-08 | Paper |
Research outcomes over time
This page was built for person: Pierre Gruet
