Items where Author is "Aïd, René"

Item Type No Grouping

Continuous-time persuasion by filtering. Aïd, René and Bonesini, Ofelia and Callegaro, Giorgia and Campi, Luciano picture_as_pdf

No-arbitrage commodity option pricing with market manipulation. Aïd, René and Callegaro, Giorgia and Campi, Luciano picture_as_pdf

Nonzero-sum stochastic differential games with impulse controls:a verification theorem with applications. Aïd, René and Basei, Matteo and Callegaro, Giorgia and Campi, Luciano and Vargiolu, Tiziano picture_as_pdf

A probabilistic numerical method for optimal multiple switching problems in high dimension. Aïd, René and Campi, Luciano and Langrené, Nicolas and Pham, Huyên

A structural risk-neutral model for pricing and hedging electricity derivatives. Aïd, René and Campi, Luciano and Langrené, Nicolas