Arnaud Porchet

Publication Activity (10 Years)

Years Active: 2009-2011
Publications (10 Years): 0

Publications

René Aïd, Gilles Chemla, Arnaud Porchet, Nizar Touzi
Hedging and Vertical Integration in Electricity Markets. Manag. Sci. 57 (8) (2011)
René Carmona, Max Fehr, Juri Hinz, Arnaud Porchet
Market Design for Emission Trading Schemes. SIAM Rev. 52 (3) (2010)
Arnaud Porchet, Nizar Touzi, Xavier Warin
Valuation of power plants by utility indifference and numerical computation. Math. Methods Oper. Res. 70 (1) (2009)