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Pricing and hedging gap risk
Tankov, Peter - In: The journal of computational finance 13 (2009/10) 3, pp. 33-59
Persistent link: https://www.econbiz.de/10003971913
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Hedging under multiple risk constraints
Jiao, Ying; Klopfenstein, Olivier; Tankov, Peter - In: Finance and stochastics 21 (2017) 2, pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
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Green investment and asset stranding under transition scenario uncertainty
Flora, Maria; Tankov, Peter - In: Energy economics 124 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014483993