Peter Tankov
ENSAE ParisTech
H-index: 29
Europe-France
Top articles of Peter Tankov
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
A mean-field game model of electricity market dynamics | Alicia Bassière Roxana Dumitrescu Peter Tankov | 2024/3/8 | |
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise | Mathematics and Financial Economics | Roxana Dumitrescu Marcos Leutscher Peter Tankov | 2024/1/24 |
Climate impact investing | Management Science | Tiziano De Angelis Peter Tankov Olivier David Zerbib | 2023/12 |
Can Investors Curb Greenwashing? | Available at SSRN 4644741 | Fanny Cartellier Peter Tankov Olivier David Zerbib | 2023/11/26 |
Statistical Downscaling to Improve the Subseasonal Predictions of Energy-Relevant Surface Variables | Monthly Weather Review | Naveen Goutham Riwal Plougonven Hiba Omrani Alexis Tantet Sylvie Parey | 2023/1 |
Green investment and asset stranding under transition scenario uncertainty | Energy Economics | Maria Flora Peter Tankov | 2023/8/1 |
Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption | ESAIM: Mathematical Modelling and Numerical Analysis | Roxana Dumitrescu Marcos Leutscher Peter Tankov | 2023/3/1 |
Decarbonization of financial markets: a mean-field game approach | arXiv preprint arXiv:2301.09163 | Pierre Lavigne Peter Tankov | 2023/1/22 |
Chapter 6: Hedging under rough volatility | Masaaki Fukasawa Blanka Horvath Peter Tankov | 2023 | |
Operations Research Perspectives | Operations Research | Kenneth Carling Mengjie Han Johan Håkansson Pascal Rebreyend | 2015 |
Corporate debt value under transition scenario uncertainty | Available at SSRN 4152325 | Théo Le Guenedal Peter Tankov | 2022/7/2 |
Technological change in water use: a mean-field game approach to optimal investment timing | Operations Research Perspectives | Géraldine Bouveret Roxana Dumitrescu Peter Tankov | 2022/1/1 |
How skillful are the European subseasonal predictions of wind speed and surface temperature? | Monthly Weather Review | Naveen Goutham Riwal Plougonven Hiba Omrani Sylvie Parey Peter Tankov | 2022/7 |
Implied Volatility Asymptotics: Black–Scholes and Beyond | Options-45 Years Since The Publication Of The Black-scholes-merton Model: The Gershon Fintech Center Conference | P Tankov | 2022/12/21 |
Improving the skill of sub-seasonal forecasts of wind speed and surface temperature using information from large-scale fields: a proof of concept | EGU General Assembly Conference Abstracts | Naveen Goutham Riwal Plougonven Hiba Omrani Sylvie Parey Alexis Tantet | 2022/5 |
Profitability and revenue uncertainty of wind farms in Western Europe in present and future climate | Energies | Bastien Alonzo Silvia Concettini Anna Creti Philippe Drobinski Peter Tankov | 2022/9/3 |
Optimal exploration and price paths of a non-renewable commodity with stochastic discoveries | Ivar Ekeland Wolfram Schlenker Peter Tankov Brian Wright | 2022/4/11 | |
Stochastic optimization with dynamic probabilistic forecasts | Annals of Operations Research | Peter Tankov Laura Tinsi | 2022/8/16 |
Optimal Exploration of an Exhaustible Resource with Stochastic Discoveries | arXiv preprint arXiv:2203.01614 | Ivar Ekeland Wolfram Schlenker Peter Tankov Brian Wright | 2022/3/3 |
Optimal Investment Strategy in Renewable Power Under Demand Uncertainty | Alicia Bassière Peter Tankov David Benatia | 2022/7/31 |
Co-Authors
