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~person:"Tankov, Peter"
~subject:"Stochastic process"
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1
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
Saved in:
2
Numerical methods for the quadratic
hedging
problem in Markov models with jumps
De Franco, Carmine
;
Tankov, Peter
;
Warin, Xavier
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 29-67
Persistent link: https://www.econbiz.de/10011442638
Saved in:
3
Tracking errors from discrete
hedging
in exponential Lévy models
Brodén, Mats
;
Tankov, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 803-837
Persistent link: https://www.econbiz.de/10009381005
Saved in:
4
Pricing and
hedging
in exponential Lévy models : review of recent results
Tankov, Peter
- In:
Paris Princeton lectures on mathematical finance
4
(
2010
),
pp. 319-359
Persistent link: https://www.econbiz.de/10009356711
Saved in:
5
Pricing,
hedging
, and calibration in jump-diffusion models
Tankov, Peter
;
Voltchkova, Ekaterina
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 129-160)
.
2009
Persistent link: https://www.econbiz.de/10003787598
Saved in:
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