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Aïd, René

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Author ID: aid.rene Recent zbMATH articles by "Aïd, René"
Published as: Aïd, René; Aïd, R.
Documents Indexed: 18 Publications since 1997, including 2 Books

Publications by Year

Citations contained in zbMATH Open

11 Publications have been cited 68 times in 60 Documents Cited by Year
Numerical investigations on global error estimation for ordinary differential equations. Zbl 0887.65096
Aïd, René; Levacher, Laurent
14
1997
A structural risk-neutral model of electricity prices. Zbl 1188.91069
Aïd, René; Campi, Luciano; Huu, Adrien Nguyen; Touzi, Nizar
13
2009
A probabilistic numerical method for optimal multiple switching problems in high dimension. Zbl 1308.93217
Aïd, René; Campi, Luciano; Langrené, Nicolas; Pham, Huyên
10
2014
Hedging and vertical integration in electricity markets. Zbl 1279.91175
Aïd, René; Chemla, Gilles; Porchet, Arnaud; Touzi, Nizar
7
2011
A structural risk-neutral model for pricing and hedging power derivatives. Zbl 1311.91177
Aïd, René; Campi, Luciano; Langrené, Nicolas
6
2013
Robust mid-term power generation management. Zbl 1160.90611
Guigues, V.; Aïd, R.; Ndiaye, P. M.; Oustry, F.; Romanet, F.
4
2009
Electricity derivatives. Zbl 1307.91001
Aïd, René
4
2015
Explicit investment rules with time-to-build and uncertainty. Zbl 1402.91658
Aïd, René; Federico, Salvatore; Pham, Huyên; Villeneuve, Bertrand
4
2015
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications. Zbl 1437.91044
Aïd, René; Basei, Matteo; Callegaro, Giorgia; Campi, Luciano; Vargiolu, Tiziano
3
2020
An optimal trading problem in intraday electricity markets. Zbl 1332.35363
Aïd, René; Gruet, Pierre; Pham, Huyên
2
2016
No-arbitrage commodity option pricing with market manipulation. Zbl 1443.91281
Aïd, René; Callegaro, Giorgia; Campi, Luciano
1
2020
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications. Zbl 1437.91044
Aïd, René; Basei, Matteo; Callegaro, Giorgia; Campi, Luciano; Vargiolu, Tiziano
3
2020
No-arbitrage commodity option pricing with market manipulation. Zbl 1443.91281
Aïd, René; Callegaro, Giorgia; Campi, Luciano
1
2020
An optimal trading problem in intraday electricity markets. Zbl 1332.35363
Aïd, René; Gruet, Pierre; Pham, Huyên
2
2016
Electricity derivatives. Zbl 1307.91001
Aïd, René
4
2015
Explicit investment rules with time-to-build and uncertainty. Zbl 1402.91658
Aïd, René; Federico, Salvatore; Pham, Huyên; Villeneuve, Bertrand
4
2015
A probabilistic numerical method for optimal multiple switching problems in high dimension. Zbl 1308.93217
Aïd, René; Campi, Luciano; Langrené, Nicolas; Pham, Huyên
10
2014
A structural risk-neutral model for pricing and hedging power derivatives. Zbl 1311.91177
Aïd, René; Campi, Luciano; Langrené, Nicolas
6
2013
Hedging and vertical integration in electricity markets. Zbl 1279.91175
Aïd, René; Chemla, Gilles; Porchet, Arnaud; Touzi, Nizar
7
2011
A structural risk-neutral model of electricity prices. Zbl 1188.91069
Aïd, René; Campi, Luciano; Huu, Adrien Nguyen; Touzi, Nizar
13
2009
Robust mid-term power generation management. Zbl 1160.90611
Guigues, V.; Aïd, R.; Ndiaye, P. M.; Oustry, F.; Romanet, F.
4
2009
Numerical investigations on global error estimation for ordinary differential equations. Zbl 0887.65096
Aïd, René; Levacher, Laurent
14
1997
all top 5

Cited by 87 Authors

12 Kulikov, Gennady Yur’evich
8 Weiner, Rüdiger
5 Campi, Luciano
4 Aïd, René
4 Guigues, Vincent
3 Perninge, Magnus
2 Callegaro, Giorgia
2 Deschatre, Thomas
2 Federico, Salvatore
2 Hu, Ruimeng
2 Oliveira, Fernando S.
2 Schwarz, Daniel C.
2 Vargiolu, Tiziano
1 Ahmadi, Zaniar
1 Alasseur, Clemence
1 Benedetti, Giuseppe
1 Bunn, Derek W.
1 Calvo, Manuel
1 Carmona, René A.
1 Chen, Pengyu
1 Constantinescu, Emil M.
1 Cortazar, Gonzalo
1 Coulon, Michael
1 De Santis, Davide
1 Downward, Anthony
1 Duckworth, Kate
1 El Asri, Brahim
1 Farhat, Heythem
1 Féron, Olivier
1 Ferrari, Giorgio
1 Foroush Bastani, Ali
1 Frikha, Noufel
1 Füss, Roland
1 Gibson, Rajna
1 Giusto, Valeria
1 Glas, Silke
1 González-Pinto, Severiano
1 Göttlich, Simone
1 Gozzi, Fausto
1 Graf Von Luckner, Nikolaus
1 Gruet, Pierre
1 Habib, Michel A.
1 Hinderks, W. J.
1 Hoffmann, Marc R.
1 Hosseini, Seyed Mohammad
1 Howison, Sam D.
1 Kiesel, Rüdiger
1 Kolkmann, Sven
1 Korn, Ralf
1 Kremer, Marcel
1 Langrené, Nicolas
1 Lemaire, Vincent
1 Lempa, Jukka
1 Li, Liangchen
1 Ludkovsk, Mike
1 Ludkovski, Michael
1 Lux, Kerstin
1 Mahringer, Steffen
1 Mazid, Sehail
1 Mehrdoust, Farshid
1 Montijano, Juan Ignacio
1 Naranjo, Lorenzo
1 Nguyen-Huu, Adrien
1 Noorani, Idin
1 Ostmeier, Lars
1 Pham, Huyên
1 Podhaisky, Helmut
1 Prokopczuk, Marcel
1 Rebennack, Steffen
1 Rosestolato, Mauro
1 Rueda, I. Arciniegas
1 Ruiz, Carlos
1 Saguan, Marcelo
1 Sainz, Felipe
1 Shao, Lingjie
1 Shindin, Sergey Konstantinovich
1 Steeger, Gregory
1 Tacconi, Elisa
1 Tan, Zongjun
1 Tankov, Peter
1 Urban, Karsten
1 Xiang, Kaili
1 Xu, He
1 Zakeri, Golbon
1 Zervos, Mihail
1 Ziegler, Alexandre
1 Zou, Xuxia

Citations by Year