Curriculum vitae

Aïd René

Full Professor

rene.aidping @
Phone : 01 72 60 52 04
Office : LEDa, P145
Personal URL

Latest publications


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

Aïd R., Campi L., Lautier D. (2019), A model on the spot-futures no-arbitrage relations in commodity markets, in J. Chevallier, S. Goutte, D. Guerreiro, S. Saglio and B. Sanhaji, Financial Mathematics, Volatility and Covariance Modelling Routledge

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