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Tankov, Peter - Centre de Mathématique Appliquées, École Polytechnique
CALCUL SOCHASTIQUE EN FINANCE Peter Tankov
Pricing and hedging in exponential Levy models: review of recent results
Calibration de Mod`eles et Couverture de Produits Derives Peter TANKOV
Th`ese presentee pour obtenir le titre de DOCTEUR DE L'ECOLE POLYTECHNIQUE
Hedging with options in models with jumps Rama Cont, Peter Tankov, Ekaterina Voltchkova
Jump-adapted discretization schemes for Levy-driven SDEs
A coupled system of integrodifferential equations arising in liquidity risk model
Resume des travaux et des activites scientifiques presente en vue d'obtention d'une
Monte Carlo option pricing for tempered stable (CGMY) processes
Levy processes in finance and risk management Peter Tankov
Simulation and option pricing in Levy copula Peter Tankov
RETRIEVING LEVY PROCESSES FROM OPTION PRICES: REGULARIZATION OF AN ILL-POSED INVERSE PROBLEM
NO-ARBITRAGE THEORY FOR DERIVATIVES PRICING
Pricing and hedging gap risk Peter Tankov
Jump-diffusion models: a practitioner's guide Peter Tankov
Dependence structure of spectrally positive multidimensional L evy processes
Characterization of dependence of multidimensional Lvy processes using Lvy copulas
Peter Tankov Professor of Applied Mathematics at Universite Paris-Diderot Paris 7
Surface de volatilite Peter TANKOV
NO-ARBITRAGE THEORY FOR DERIVATIVES PRICING
