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Green investment and asset stranding under transition scenario uncertainty
Flora, Maria
;
Tankov, Peter
- In:
Energy economics
124
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014483993
Saved in:
2
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
Saved in:
3
Energy transition under scenario uncertainty : a mean-field game of stopping with common noise
Dumitrescu, Roxana
;
Leutscher, Marcos
;
Tankov, Peter
- In:
Mathematics and financial economics
18
(
2024
)
2/3
,
pp. 233-274
Persistent link: https://www.econbiz.de/10015189203
Saved in:
4
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
Saved in:
5
A new look at short-term implied volatility in asset price models with jumps
Mijatović, Aleksandar
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 149-183
Persistent link: https://www.econbiz.de/10011550267
Saved in:
6
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
7
Hedging under multiple risk constraints
Jiao, Ying
;
Klopfenstein, Olivier
;
Tankov, Peter
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
Saved in:
8
Probabilistic wind forecasting up to three months ahead using ensemble predictions for geopotential height
Alonzo, Bastien
;
Tankov, Peter
;
Drobinski, Philippe
; …
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 515-530
Persistent link: https://www.econbiz.de/10012415208
Saved in:
9
Arbitrage and utility maximization in market models with an insider
Chau, Huy N.
;
Runggaldier, Wolfgang J.
;
Tankov, Peter
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 589-614
Persistent link: https://www.econbiz.de/10011963883
Saved in:
10
Climate impact investing
De Angelis, Tiziano
;
Tankov, Peter
;
Zerbib, Olivier David
- In:
Management science : journal of the Institute for …
69
(
2023
)
12
,
pp. 7669-7692
Persistent link: https://www.econbiz.de/10014444157
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