Luisa Andreis

activity

20142026

most citedA large-deviations principle for all the cluster sizes of a sparse Erdős-Rényi graph

15 citations · 32 across the 11 of their papers we have counts for

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Showing 2019Show all

2 papers · 1 filter

q-fin.PR2019

Pricing Reliability Options under different electricity prices' regimes

Luisa Andreis, Maria Flora, Fulvio Fontini +1

Reliability Options are capacity remuneration mechanisms aimed at enhancing security of supply in electricity systems. They can be framed as call options on electricity sold by pow…

math.PR2019★ 15 cited

A large-deviations principle for all the cluster sizes of a sparse Erdős-Rényi graph

Luisa Andreis, Wolfgang König, Robert I. A. Patterson

Let $G (N, \frac{1}{N} t_{N})$ be the Erdős-Rényi graph with connection probability $\frac{1}{N} t_{N} \sim t / N$ as $N \to \infty$ for a fixed $t \in (0, \infty)$ . We derive a large-deviatio…