Retrieving Lévy Processes from Option Prices: Regularization of an Ill-posed Inverse Problem. - Rama Cont; Peter Tankov (SIAM J. Control. Optim., 2006)

Optimal consumption policies in illiquid markets. - Alessandra Cretarola; Fausto Gozzi; Huyên Pham; Peter Tankov (Finance Stochastics, 2011)

A Finite-Dimensional Approximation for Pricing Moving Average Options. - Marie Bernhart; Peter Tankov; Xavier Warin (SIAM J. Financial Math., 2011)

Arbitrage Opportunities in Misspecified Stochastic Volatility Models. - Rudra P. Jena; Peter Tankov (SIAM J. Financial Math., 2011)

Optimal simulation schemes for Lévy driven stochastic differential equations. - Arturo Kohatsu-Higa; Salvador Ortiz-Latorre; Peter Tankov (Math. Comput., 2014)

Market Models with Optimal Arbitrage. - Huy N. Chau; Peter Tankov (SIAM J. Financial Math., 2015)

Tails of weakly dependent random vectors. - Peter Tankov (J. Multivar. Anal., 2016)

Optimal Discretization of Hedging Strategies with Directional Views. - Jiatu Cai; Masaaki Fukasawa; Mathieu Rosenbaum; Peter Tankov (SIAM J. Financial Math., 2016)

Hedging under multiple risk constraints. - Ying Jiao; Olivier Klopfenstein; Peter Tankov (Finance Stochastics, 2017)

Optimal Trading Policies for Wind Energy Producer. - Zongjun Tan; Peter Tankov (SIAM J. Financial Math., 2018)

Long-Time Large Deviations for the Multiasset Wishart Stochastic Volatility Model and Option Pricing. - Aurélien Alfonsi; David Krief; Peter Tankov (SIAM J. Financial Math., 2019)

Price Formation and Optimal Trading in Intraday Electricity Markets. - Olivier Féron; Peter Tankov; Laura Tinsi (NetGCooP, 2020)

Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach. - Géraldine Bouveret; Roxana Dumitrescu; Peter Tankov (SIAM J. Control. Optim., 2020)

Volatility Options in Rough Volatility Models. - Blanka Horvath; Antoine Jacquier; Peter Tankov (SIAM J. Financial Math., 2020)

Importance sampling for McKean-Vlasov SDEs. - Gonçalo Dos Reis; Greig Smith; Peter Tankov (Appl. Math. Comput., 2023)

Climate Impact Investing. - Tiziano De Angelis; Peter Tankov; Olivier David Zerbib (Manag. Sci., 2023)

Stochastic optimization with dynamic probabilistic forecasts. - Peter Tankov; Laura Tinsi (Ann. Oper. Res., 2024)

Climate Finance Bench. - Rafik Mankour; Yassine Chafai; Hamada Saleh; Ghassen Ben Hassine; Thibaud Barreau; Peter Tankov (CoRR, 2025)