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Tankov, Peter


 SSRN Author Rank: 3,977 by Downloads
 

Ecole Polytechnique, Paris


 route de Saclay
 Palaiseau, 91128
 France
 email address

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. Tankov, Peter's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,763
Total
Citations
63
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Cont, Rama
Imperial College London
Tankov, Peter
Ecole Polytechnique, Paris
Posted:
22 Nov 02
3,343
(1,316)
29

2.  
Constant Proportion Portfolio Insurance in Presence of Jumps in Asset Prices | Show Abstract | Download |
Columbia University Center for Financial Engineering, Financial Engineering Report No. 2007-10
Working Paper Series
Cont, Rama
Imperial College London
Tankov, Peter
Ecole Polytechnique, Paris
Posted:
15 Oct 07
2,113
(3,005)
17

3.  
Tankov, Peter
Ecole Polytechnique, Paris
Posted:
05 Sep 08
Last Revised:
10 Oct 08
302
(54,257)
2

4.  
Constant Proportion Portfolio Insurance in the Presence of Jumps in Asset Prices | Show Abstract | Download |
Mathematical Finance, Vol. 19, Issue 3, pp. 379-401, July 2009
Accepted Paper Series
Cont, Rama
Imperial College London
Tankov, Peter
Ecole Polytechnique, Paris
Posted:
30 Jun 09
3
(372,912)
17

5.  
A Model of Optimal Consumption under Liquidity Risk with Random Trading Times | Show Abstract | Download |
Mathematical Finance, Vol. 18, Issue 4, pp. 613-627, October 2008
Accepted Paper Series
Pham, Huyên
University of Paris 7 Denis Diderot
Tankov, Peter
Ecole Polytechnique, Paris
Posted:
19 Sep 08
2
(378,776)
 

6.  
Multi-Factor Jump-Diffusion Models of Electricity Prices | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 11, No. 5, pp. 503-528, 2008
Accepted Paper Series
Meyer-Brandis, Thilo
University of Oslo
Tankov, Peter
Ecole Polytechnique, Paris
Posted:
02 Dec 09
 


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