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Items where Author is "Aïd, René"

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Aïd, René and Campi, Luciano and 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 and 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 Sat Nov 25 05:54:35 2017 GMT.