Peter Tankov
Impact in
- Finance top 0.2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Credit Risk and Financial Regulations
- Demography top 0.5%
- Insurance, Mortality, Demography, Risk Management
Papers in
- Finance 56
- Stochastic processes and financial applications 44
- Financial Risk and Volatility Modeling 20
- Financial Markets and Investment Strategies 10
- Credit Risk and Financial Regulations 9
- Capital Investment and Risk Analysis 7
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- Economic theories and models 13
- Climate Change Policy and Economics 8
- Co-authors
- Rama Cont (8 shared papers)Jan Kallsen (1 shared paper)Thilo Meyer‐Brandis (1 shared paper)Ekaterina Voltchkova (3 shared papers)Olivier Zerbib (4 shared papers)Tiziano De Angelis (2 shared papers)Huyên Pham (2 shared papers)Arturo Kohatsu‐Higa (1 shared paper)
- Journals
- SIAM Journal on Financial Mathematics (5 papers)Mathematical Finance (4 papers)Energies (4 papers)Stochastic Processes and their Applications (3 papers)The Journal of Computational Finance (3 papers)
- Partner nations
- FranceUnited KingdomUnited States
In The Last Decade
Peter Tankov
67 papers receiving 2.9k citations
Peter Tankov's Hit Papers
Peers
Comparison fields: 5 of 88
- Finance 2.5k
- Demography 506
- Management Science and Operations Research 529
- Economics and Econometrics 964
- Modeling and Simulation 156
Countries citing papers authored by Peter Tankov
This map shows the geographic impact of Peter Tankov's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Peter Tankov with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Tankov more than expected).
Fields of papers citing papers by Peter Tankov
This network shows the impact of papers produced by Peter Tankov. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Peter Tankov. The network helps show where Peter Tankov may publish in the future.
Co-authors
The 25 scholars most cited alongside Peter Tankov, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 74 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Financial Modelling with Jump Processes Hit paper breakdown → | 2003 | 1983 |
| 2 | 2004 | 127 | |
| 3 | 2006 | 109 | |
| 4 | 2010 | 105 | |
| 5 | 2008 | 77 | |
| 6 | 2022 | 73 | |
| 7 | 2009 | 48 | |
| 8 | 2011 | 48 | |
| 9 | 2007 | 45 | |
| 10 | 2006 | 43 | |
| 11 | 2002 | 34 | |
| 12 | Retrieving Lévy processes from option prices : regularization of an ill-posed inverse problem | 2007 | 30 |
| 13 | 2010 | 29 | |
| 14 | 2007 | 28 | |
| 15 | 2008 | 26 | |
| 16 | 2013 | 26 | |
| 17 | 2008 | 24 | |
| 18 | Jump-diffusion Models: a Practitioner's Guide | 2009 | 24 |
| 19 | 2020 | 20 | |
| 20 | OPTION PRICING MODELS WITH JUMPS: INTEGRO-DIFFERENTIAL EQUATIONS AND INVERSE PROBLEMS. | 2004 | 19 |
About Peter Tankov
Peter Tankov is a scholar working on Finance, Economics and Econometrics, Demography, Electrical and Electronic Engineering and Management Science and Operations Research, having authored 74 papers that have together received 3.2k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (44 papers), Financial Risk and Volatility Modeling (20 papers), Economic theories and models (13 papers), Insurance, Mortality, Demography, Risk Management (10 papers), Financial Markets and Investment Strategies (10 papers), Credit Risk and Financial Regulations (9 papers), Climate Change Policy and Economics (8 papers) and Capital Investment and Risk Analysis (7 papers). The work is most often cited by research in Finance (2.5k citations), Demography (506 citations), Management Science and Operations Research (529 citations), Economics and Econometrics (964 citations) and Modeling and Simulation (156 citations). Peter Tankov has collaborated with scholars based in France, United Kingdom and United States. Frequent co-authors include Rama Cont, Jan Kallsen, Thilo Meyer‐Brandis, Ekaterina Voltchkova, Olivier Zerbib, Tiziano De Angelis, Huyên Pham, Arturo Kohatsu‐Higa, Aleksandar Mijatović and Jean‐Michel Lasry. Their work appears in journals such as SIAM Journal on Financial Mathematics, Mathematical Finance, Energies, Stochastic Processes and their Applications and The Journal of Computational Finance.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.