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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Aïd, René"
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Management science : journal of the Institute for Operations Research and the Management Sciences
Mathematical finance : an international journal of mathematics, statistics and financial theory
Economics Papers from University Paris Dauphine
2
CEPR Discussion Papers
1
Open Access publications from Université Paris-Dauphine
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A structural risk-neutral model for pricing and
hedging
power derivatives
Aïd, René
;
Campi, Luciano
;
Langrené, Nicolas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 387-438
Persistent link: https://www.econbiz.de/10009783361
Saved in:
2
Hedging
and vertical integration in electricity markets
Aïd, René
;
Chemla, Gilles
;
Porchet, Arnaud
;
Touzi, Nizar
- In:
Management science : journal of the Institute for …
57
(
2011
)
8
,
pp. 1438-1452
Persistent link: https://www.econbiz.de/10009297008
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