Curriculum vitae

Aïd René

Professeur des universités
LEDa

Rene.AIDping @ dauphinepong.fr
Tel : 01 72 60 52 04
Bureau : LEDa
Site web personnel

Dernières publications

Articles

Aïd R., Gruet P., Pham H. (2016), An optimal trading problem in intraday electricity markets, Mathematics and Financial Economics, vol. 10, p. 49-85

Aïd R., Campi L., Langrené N. (2012), A structural risk-neutral model for pricing and hedging electricity derivatives, Mathematical Finance, vol. 23, n°3, p. 387-438

Aïd R., Campi L., Nguyen Huu A., Touzi N. (2009), A structural risk-neutral model of electricity prices, International Journal of Theoretical and Applied Finance, vol. 12, n°7, p. 925-947

Chapitres d'ouvrage

Lautier D., Aïd R. (2018), A model on the spot-futures no-arbitrage relations in commodity markets, in J. Chevallier, S. Goutte, D. Guerreiro, S. Saglio and B. Sanhaji, Handbook of Applied Econometrics: Financial Mathematics, Volatility and Covariance Modelling Routledge , p. 20

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