Pierre Gruet EDF Lab Saclay 7 boulevard Gaspard Monge 91120 PALAISEAU FRANCE E-mail: pierre (dot) gruet (at) edf (dot) fr Position Research engineer at EDF R&D Developer of the Debian GNU/Linux operating system Research topics Statistics of stochastic processes Stochastic control and optimization Finance of electricity markets Publications [6] Olivier Féron and PG: Estimation of the number of factors in a multi-factorial Heath-Jarrow-Morton model in Read more [...]
