Thomas Deschatre

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
A common shock model for multidimensional electricity intraday price modelling with application to battery valuation Quantitative Finance	2025-01-06	Paper
Adaptive estimation of intensity in a doubly stochastic Poisson process Scandinavian Journal of Statistics	2024-01-02	Paper
Electricity Intraday Price Modelling with Marked Hawkes Processes Applied Mathematical Finance	2023-05-24	Paper
Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing. MathematicS In Action	2022-11-08	Paper
Estimating fast mean-reverting jumps in electricity market models ESAIM: Probability and Statistics	2020-12-15	Paper
Local polynomial estimation of the intensity of a doubly stochastic Poisson process with bandwidth selection procedure	2018-11-28	Paper
On the control of the difference between two Brownian motions: a dynamic copula approach Dependence Modeling	2016-10-17	Paper
On the control of the difference between two Brownian motions: an application to energy markets modeling Dependence Modeling	2016-10-17	Paper

Research outcomes over time

This page was built for person: Thomas Deschatre