Get started
Author

Thomas Deschatre

A survey of electricity spot and futures price models for risk management applications
2021 · Thomas Deschatre, Olivier Féron, et al. · Energy Economics · 37
PDF
Input Convex Kolmogorov–Arnold Networks
2026 · Thomas Deschatre, Xavier Warin · SIAM Journal on Scientific Computing · 9
PDF
A common shock model for multidimensional electricity intraday price modelling with application to battery valuation
2024 · Thomas Deschatre, Xavier Warin · Quantitative Finance · 8
PDF
Electricity Intraday Price Modelling with Marked Hawkes Processes
2022 · Thomas Deschatre, Pierre Gruet · Applied Mathematical Finance · 8
PDF
Estimating fast mean-reverting jumps in electricity market models
2020 · Thomas Deschatre, Olivier Féron, et al. · ESAIM Probability and Statistics · 8
PDF
Battery valuation on electricity intraday markets with liquidity costs
2024 · Cognéville, Enzo, Deschatre, Thomas, et al. · RePEc: Research Papers in Economics · 4
PDF
Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing.
2022 · Thomas Deschatre, Joseph Mikael · MathematicS In Action · 4
PDF
A Joint Model for Electricity Spot Prices and Wind Penetration with Dependence in the Extremes
2017 · Thomas Deschatre, Almut E. D. Veraart · Springer proceedings in mathematics & statistics · 4
Some limit theorems for locally stationary Hawkes processes
2025 · Deschatre, Thomas, Gruet, Pierre, et al. · arXiv (Cornell University) · 3
PDF
On the control of the difference between two Brownian motions: a dynamic copula approach
2016 · Thomas Deschatre · Dependence Modeling · 3
PDF
Adaptive estimation of intensity in a doubly stochastic Poisson process
2023 · Thomas Deschatre · Scandinavian Journal of Statistics · 2
Dependence modeling between continuous time stochastic processes : an application to electricity markets modeling and risk management
2017 · Thomas Deschatre · theses.fr (ABES) · 2
PDF
Rainfall is rough
2026 · Deschatre, Thomas, Hoffmann, Marc, et al. · arXiv (Cornell University) · 1
PDF
A non-local estimator for locally stationary Hawkes processes
2025 · Deschatre, Thomas, Gruet, Pierre, et al. · arXiv (Cornell University) · 1
PDF
On the control of the difference between two Brownian motions: an application to energy markets modeling
2016 · Thomas Deschatre · Dependence Modeling · 1
PDF
Deep combinatorial optimisation for optimal stopping time problems and stochastic impulse control. Application to swing options pricing and fixed transaction costs options hedging
2020 · Thomas Deschatre, Joseph Mikael · arXiv (Cornell University)
Local polynomial estimation of the intensity of a doubly stochastic Poisson process with bandwidth selection procedure
2018 · Deschatre, Thomas · arXiv (Cornell University)
PDF
Works count: 18
Citation count: 95
H-index: 5
I10-index: 1
Year
Topic
Type