451 citations
- École Nationale Supérieure de Techniques AvancéesFR146 papers
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11 papers · 1 filter
Gas storage valuation and hedging. A quantification of the model risk
Patrick Henaff, Ismail Laachir, Francesco Russo
This paper focuses on the valuation and hedging of gas storage facilities, using a spot-based valuation framework coupled with a financial hedging strategy implemented with futures…
Tuning a Schottky barrier in a photoexcited topological insulator with transient Dirac cone electron-hole asymmetry
M. Hajlaoui, E. Papalazarou, J. Mauchain +19
The advent of Dirac materials has made it possible to realize two dimensional gases of relativistic fermions with unprecedented transport properties in condensed matter. Their phot…
Probing electron acceleration and X-ray emission in laser-plasma accelerator
C. Thaury, K. Ta Phuoc, S. Corde +6
While laser-plasma accelerators have demonstrated a strong potential in the acceleration of electrons up to giga-electronvolt energies, few experimental tools for studying the acce…
Observation of longitudinal and transverse self-injections in laser-plasma accelerators
S. Corde, C. Thaury, A. Lifschitz +7
Laser-plasma accelerators can produce high quality electron beams, up to giga-electronvolts in energy, from a centimeter scale device. The properties of the electron beams and the…
Carrier-envelope phase stability of hollow-fibers used for high-energy, few-cycle pulse generation
William A. Okell, Tobias Witting, Davide Fabris +9
We investigated the carrier-envelope phase (CEP) stability of a hollow-fiber setup used for high-energy, few-cycle pulse generation. Saturation of the output pulse energy is observ…
On countably skewed Brownian motion with accumulation point
Youssef Ouknine, Francesco Russo, Gerald Trutnau
In this work we connect the theory of Dirichlet forms and direct stochastic calculus to obtain strong existence and pathwise uniqueness for Brownian motion that is perturbed by a s…