17th German Probability and Statistics Days (GPSD) 2025
Talk, TU Dresden, Germany
Title: Optimal Execution strategies in short-term energy markets under (Marked) Hawkes processes More information here
Talks and presentations
Dutch Math Finance afternoons
Talk, TU Delft, The Nethelands
Title: Optimal Execution strategies in short-term energy markets under (Marked) Hawkes processes More information here