Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Aïd, René"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 4.


Aïd, René, Callegaro, Giorgia and Campi, Luciano (2020) No-arbitrage commodity option pricing with market manipulation. Mathematics and Financial Economics, 14 (3). 577 - 603. ISSN 1862-9679

Aïd, René, Basei, Matteo, Callegaro, Giorgia, Campi, Luciano and Vargiolu, Tiziano (2020) Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications. Mathematics of Operations Research, 45 (1). 205 - 232. ISSN 0364-765X

Aïd, René, Campi, Luciano, Langrené, Nicolas and Pham, Huyên (2014) A probabilistic numerical method for optimal multiple switching problems in high dimension. SIAM Journal on Financial Mathematics, 5 (1). pp. 191-231. ISSN 1945-497X

Aïd, René, Campi, Luciano and Langrené, Nicolas (2013) A structural risk-neutral model for pricing and hedging electricity derivatives. Mathematical Finance, 23 (3). pp. 387-438. ISSN 0960-1627

This list was generated on Tue Jul 16 21:16:41 2024 BST.