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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
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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
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Price formation and optimal trading in intraday electricity markets
Féron, Olivier; Tankov, Peter; Tinsi, Laura - In: Mathematics and financial economics 16 (2022) 2, pp. 205-237
Persistent link: https://www.econbiz.de/10013167785