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Tankov, Peter


 SSRN Author Rank: 4,272 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
6,103
Total
Citations
67
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
3,460
(1,487)
29

2.  
Constant Proportion Portfolio Insurance in Presence of Jumps in Asset Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Columbia University Center for Financial Engineering, Financial Engineering Report No. 2007-10
Number of Pages in PDF File: 27
Cont, Rama
Imperial College London
Tankov, Peter
Ecole Polytechnique, Paris
Posted:
15 Oct 07
2,308
(3,057)
18

3.  
Tankov, Peter
Ecole Polytechnique, Paris
Posted:
05 Sep 08
Last Revised:
10 Oct 08
330
(56,482)
2

4.  
Constant Proportion Portfolio Insurance in the Presence of Jumps in Asset Prices | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 19, Issue 3, pp. 379-401, July 2009
Number of Pages in PDF File: 23
Cont, Rama
Imperial College London
Tankov, Peter
Ecole Polytechnique, Paris
Posted:
30 Jun 09
3
(422,267)
18

5.  
A Model of Optimal Consumption under Liquidity Risk with Random Trading Times | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 18, Issue 4, pp. 613-627, October 2008
Number of Pages in PDF File: 15
Pham, Huyên
Université Paris VII Denis Diderot
Tankov, Peter
Ecole Polytechnique, Paris
Posted:
19 Sep 08
2
(428,412)
 

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
Meyer-Brandis, Thilo
University of Oslo
Tankov, Peter
Ecole Polytechnique, Paris
Posted:
02 Dec 09
 


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