Peter Tankov

78 papers and 3.2k indexed citations i.

Peter Tankov has authored 78 papers that have received a total of 3.2k indexed citations. This includes 61 papers in Finance, 33 papers in Economics and Econometrics and 13 papers in Management Science and Operations Research. The topics of these papers are Stochastic processes and financial applications (50 papers), Financial Risk and Volatility Modeling (21 papers) and Economic theories and models (15 papers). Peter Tankov is often cited by papers focused on Stochastic processes and financial applications (50 papers), Financial Risk and Volatility Modeling (21 papers) and Economic theories and models (15 papers) and collaborates with scholars based in France, United Kingdom and United States. Peter Tankov's co-authors include Philippe Drobinski, Rama Cont, Riwal Plougonven, Mathieu Rosenbaum and Olivier Féron and has published in prestigious journals such as Management Science, Monthly Weather Review and Mathematics of Computation.