default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDPeter Tankov
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
Journal Articles
- 2024
[j16]Peter Tankov
, Laura Tinsi:
Stochastic optimization with dynamic probabilistic forecasts. Ann. Oper. Res. 336(1-2): 711-747 (2024)- 2023
- [j15]Gonçalo Dos Reis, Greig Smith, Peter Tankov:
Importance sampling for McKean-Vlasov SDEs. Appl. Math. Comput. 453: 128078 (2023) - [j14]Tiziano De Angelis, Peter Tankov, Olivier David Zerbib:
Climate Impact Investing. Manag. Sci. 69(12): 7669-7692 (2023) - 2020
- [j13]Géraldine Bouveret, Roxana Dumitrescu, Peter Tankov:
Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach. SIAM J. Control. Optim. 58(4): 1795-1821 (2020) - [j12]Blanka Horvath, Antoine Jacquier, Peter Tankov:
Volatility Options in Rough Volatility Models. SIAM J. Financial Math. 11(2): 437-469 (2020) - 2019
- [j11]Aurélien Alfonsi, David Krief, Peter Tankov:
Long-Time Large Deviations for the Multiasset Wishart Stochastic Volatility Model and Option Pricing. SIAM J. Financial Math. 10(4): 942-976 (2019) - 2018
- [j10]Zongjun Tan, Peter Tankov:
Optimal Trading Policies for Wind Energy Producer. SIAM J. Financial Math. 9(1): 315-346 (2018) - 2017
- [j9]Ying Jiao, Olivier Klopfenstein, Peter Tankov:
Hedging under multiple risk constraints. Finance Stochastics 21(2): 361-396 (2017) - 2016
- [j8]Peter Tankov:
Tails of weakly dependent random vectors. J. Multivar. Anal. 145: 73-86 (2016) - [j7]Jiatu Cai, Masaaki Fukasawa, Mathieu Rosenbaum, Peter Tankov:
Optimal Discretization of Hedging Strategies with Directional Views. SIAM J. Financial Math. 7(1): 34-69 (2016) - 2015
- [j6]Huy N. Chau, Peter Tankov:
Market Models with Optimal Arbitrage. SIAM J. Financial Math. 6(1): 66-85 (2015) - 2014
- [j5]Arturo Kohatsu-Higa, Salvador Ortiz-Latorre, Peter Tankov:
Optimal simulation schemes for Lévy driven stochastic differential equations. Math. Comput. 83(289): 2293-2324 (2014) - 2011
- [j4]Alessandra Cretarola, Fausto Gozzi, Huyên Pham, Peter Tankov:
Optimal consumption policies in illiquid markets. Finance Stochastics 15(1): 85-115 (2011) - [j3]Rudra P. Jena, Peter Tankov:
Arbitrage Opportunities in Misspecified Stochastic Volatility Models. SIAM J. Financial Math. 2(1): 317-341 (2011) - [j2]Marie Bernhart, Peter Tankov, Xavier Warin:
A Finite-Dimensional Approximation for Pricing Moving Average Options. SIAM J. Financial Math. 2(1): 989-1013 (2011) - 2006
- [j1]Rama Cont, Peter Tankov:
Retrieving Lévy Processes from Option Prices: Regularization of an Ill-posed Inverse Problem. SIAM J. Control. Optim. 45(1): 1-25 (2006)
Conference and Workshop Papers
- 2020
- [c1]Olivier Féron, Peter Tankov, Laura Tinsi:
Price Formation and Optimal Trading in Intraday Electricity Markets. NetGCooP 2020: 294-305
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2025-01-09 13:24 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
