Thomas Deschatre

Available identifiers

zbMath Open deschatre.thomasMaRDI QIDQ324994

List of research outcomes

Publication	Date of Publication	Type
A common shock model for multidimensional electricity intraday price modelling with application to battery valuation	2025-01-06	Paper
Adaptive estimation of intensity in a doubly stochastic Poisson process	2024-01-02	Paper
Electricity Intraday Price Modelling with Marked Hawkes Processes	2023-05-24	Paper
Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing.	2022-11-08	Paper
Estimating fast mean-reverting jumps in electricity market models	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	2016-10-17	Paper
On the control of the difference between two Brownian motions: an application to energy markets modeling	2016-10-17	Paper

Research outcomes over time

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