Concepedia

René Aïd

RA

11

Publications

398

Citations

11

H-Index

1997

Active since

Affiliations

Université Paris Dauphine-PSL(Current)

Laboratoire d’Economie de Dauphine

Centre de Recherche en Mathématiques de la Décision

École Polytechnique

Université Paris Sciences et Lettres

René Aïd is an author at Université Paris Dauphine-PSL specializing in engineering, business, and finance.

ORCID

Top concepts

Publications per year

1997–2022

11

Publications

11

A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES

René Aïd, Luciano Campi, Adrien Nguyen Huu et al. · International Journal of Theoretical and Applied Finance · 2009 · 73 citations · Full text

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An optimal trading problem in intraday electricity markets

René Aïd, Pierre Gruet, Huyên Pham · Mathematics and Financial Economics · 2015 · 66 citations · Full text

, , +8

A STRUCTURAL RISK‐NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES

René Aïd, Luciano Campi, Nicolas Langrené · Mathematical Finance · 2012 · 60 citations · Full text

, , +15

Nonzero-sum stochastic differential games with impulse controls : a verification theorem with applications

René Aïd, Matteo Basei, Giorgia Callegaro et al. · arXiv (Cornell University) · 2016 · 46 citations · Full text

A Probabilistic Numerical Method for Optimal Multiple Switching Problems in High Dimension

René Aïd, Luciano Campi, Nicolas Langrené et al. · SIAM Journal on Financial Mathematics · 2014 · 39 citations · Full text

, , +16

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