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Féron, Olivier

Co-Author Distance
Author ID: feron.olivier Recent zbMATH articles by "Féron, Olivier"
Published as: Féron, Olivier; Féron, O.; Feron, O.
Documents Indexed: 10 Publications since 2005
Co-Authors: 14 Co-Authors with 10 Joint Publications
182 Co-Co-Authors
all top 5

Co-Authors

0 single-authored
2 Duchêne, Bernard
2 Gruet, Pierre
2 Hoffmann, Marc
2 Mohammad-Djafari, Ali
2 Tankov, Peter
2 Tinsi, Laura
1 Bouriga, M.
1 Deschatre, Thomas
1 Gallez, B.
1 Lucas, Stéphane
1 Masereel, B.
1 Michiels, Cindy
1 Monfort, Alain
1 Vander Borght, T.
all top 5

Serials

1 Inverse Problems
1 Scandinavian Journal of Statistics
1 Journal of Statistical Planning and Inference
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Review of Derivatives Research
1 Mathematics and Financial Economics
1 Computational & Mathematical Methods in Medicine
all top 5

Fields

5 Statistics (62-XX)
4 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Probability theory and stochastic processes (60-XX)
2 Numerical analysis (65-XX)
1 Optics, electromagnetic theory (78-XX)
1 Biology and other natural sciences (92-XX)
1 Systems theory; control (93-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

6 Publications have been cited 19 times in 17 Documents Cited by ▼ Year ▼
Estimation of covariance matrices based on hierarchical inverse-Wishart priors. Zbl 1428.62216
Bouriga, M.; Féron, O.
6
2013
Price formation and optimal trading in intraday electricity markets. Zbl 1484.91315
Féron, Olivier; Tankov, Peter; Tinsi, Laura
5
2022
Price formation and optimal trading in intraday electricity markets. Zbl 1497.91212
Féron, Olivier; Tankov, Peter; Tinsi, Laura
4
2021
Microwave imaging of inhomogeneous objects made of a finite number of dielectric and conductive materials from experimental data. Zbl 1081.78015
Féron, O.; Duchêne, B.; Mohammad-Djafari, A.
2
2005
Efficient volatility estimation in a two-factor model. Zbl 1453.62706
Féron, Olivier; Gruet, Pierre; Hoffmann, Marc
1
2020
Estimating fast mean-reverting jumps in electricity market models. Zbl 1455.62198
Deschatre, Thomas; Féron, Olivier; Hoffmann, Marc
1
2020
Price formation and optimal trading in intraday electricity markets. Zbl 1484.91315
Féron, Olivier; Tankov, Peter; Tinsi, Laura
5
2022
Price formation and optimal trading in intraday electricity markets. Zbl 1497.91212
Féron, Olivier; Tankov, Peter; Tinsi, Laura
4
2021
Efficient volatility estimation in a two-factor model. Zbl 1453.62706
Féron, Olivier; Gruet, Pierre; Hoffmann, Marc
1
2020
Estimating fast mean-reverting jumps in electricity market models. Zbl 1455.62198
Deschatre, Thomas; Féron, Olivier; Hoffmann, Marc
1
2020
Estimation of covariance matrices based on hierarchical inverse-Wishart priors. Zbl 1428.62216
Bouriga, M.; Féron, O.
6
2013
Microwave imaging of inhomogeneous objects made of a finite number of dielectric and conductive materials from experimental data. Zbl 1081.78015
Féron, O.; Duchêne, B.; Mohammad-Djafari, A.
2
2005
all cited Publications top 5 cited Publications
all top 5

Cited by 31 Authors

3 Fujii, Masaaki
2 Ayasso, Hacheme
2 Duchêne, Bernard
2 Mohammad-Djafari, Ali
1 Aïd, René
1 Chowdhary, Kamaljit Kenny
1 Cosso, Andrea
1 Deschatre, Thomas
1 Djete, Mao Fabrice
1 Eskridge, Kent M.
1 Féron, Olivier
1 Firoozi, Dena
1 Franks, Alexander M.
1 Gomes, Diogo Luís Aguiar
1 Gruet, Pierre
1 Gutierrez, Julian
1 Jaimungal, Sebastian
1 Kachman, Stephen D.
1 Kuismin, Markku O.
1 Laurière, Mathieu
1 Lewis, Ronald M.
1 Linder, Daniel F.
1 Najm, Habib N.
1 Pham, Huyên
1 Rempała, Grzegorz A.
1 Shrivats, Arvind V.
1 Sillanpää, Mikko J.
1 Takahashi, Akihiko
1 Tankov, Peter
1 Tinsi, Laura
1 Vargas Jurado, Napoleón
all top 5

Cited in 15 Serials

2 Mathematical Finance
1 Journal of Computational Physics
1 Mathematical Methods in the Applied Sciences
1 Scandinavian Journal of Statistics
1 Applied Mathematics and Optimization
1 Biometrics
1 Annals of Operations Research
1 Electronic Journal of Probability
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Journal of Modern Optics
1 Inverse Problems in Science and Engineering
1 SIAM Journal on Financial Mathematics
1 Journal of Agricultural, Biological, and Environmental Statistics
1 Wiley Interdisciplinary Reviews. WIREs Computational Statistics
1 Minimax Theory and its Applications
all top 5

Cited in 11 Fields

8 Statistics (62-XX)
7 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
5 Probability theory and stochastic processes (60-XX)
4 Systems theory; control (93-XX)
2 Partial differential equations (35-XX)
2 Calculus of variations and optimal control; optimization (49-XX)
2 Optics, electromagnetic theory (78-XX)
1 Numerical analysis (65-XX)
1 Computer science (68-XX)
1 Operations research, mathematical programming (90-XX)
1 Biology and other natural sciences (92-XX)

Citations by Year