Peter Tankov

5.7k total citations · 1 hit paper
72 papers, 3.2k citations indexed

About

Peter Tankov is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Peter Tankov has authored 72 papers receiving a total of 3.2k indexed citations (citations by other indexed papers that have themselves been cited), including 55 papers in Finance, 31 papers in Economics and Econometrics and 10 papers in Demography. Recurrent topics in Peter Tankov's work include Stochastic processes and financial applications (44 papers), Financial Risk and Volatility Modeling (20 papers) and Economic theories and models (13 papers). Peter Tankov is often cited by papers focused on Stochastic processes and financial applications (44 papers), Financial Risk and Volatility Modeling (20 papers) and Economic theories and models (13 papers). Peter Tankov collaborates with scholars based in France, United Kingdom and United States. Peter Tankov's 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 Areski Cousin and has published in prestigious journals such as SHILAP Revista de lepidopterología, Management Science and Monthly Weather Review.

In The Last Decade

Peter Tankov

67 papers receiving 2.9k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Financial Modelling with Jump Processes

2003 2.0k citations Peter Tankov HAL (Le Centre pour la Communication Scientifique Directe) profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Peter Tankov France	20	2.4k	960	527	505	283	72	3.2k
Wim Schoutens Belgium	29	3.1k 1.3×	1.1k 1.2×	709 1.3×	629 1.2×	308 1.1×	203	3.8k
Nizar Touzi France	34	3.6k 1.5×	1.7k 1.8×	1.3k 2.4×	667 1.3×	306 1.1×	128	4.3k
Agnès Sulem France	26	2.3k 0.9×	1.1k 1.2×	849 1.6×	618 1.2×	140 0.5×	85	3.0k
Steven Kou United States	28	3.5k 1.4×	1.3k 1.3×	784 1.5×	670 1.3×	229 0.8×	73	4.0k
Damir Filipović Switzerland	31	2.4k 1.0×	838 0.9×	581 1.1×	443 0.9×	306 1.1×	115	3.1k
Mark Broadie United States	35	4.7k 1.9×	1.5k 1.6×	909 1.7×	824 1.6×	150 0.5×	80	5.6k
Hélyette Geman United Kingdom	30	4.3k 1.8×	2.5k 2.6×	690 1.3×	854 1.7×	250 0.9×	88	5.3k
Ernst Eberlein Germany	25	2.3k 0.9×	998 1.0×	486 0.9×	367 0.7×	235 0.8×	129	3.0k
Patrick Cheridito Switzerland	26	1.9k 0.8×	892 0.9×	867 1.6×	252 0.5×	156 0.6×	61	2.4k
Nicole El Karoui France	29	4.3k 1.7×	1.6k 1.7×	1.4k 2.7×	1.3k 2.5×	381 1.3×	70	4.9k

Countries citing papers authored by Peter Tankov

Since Specialization

Citations

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

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network of co-authors of Peter Tankov

This figure shows the co-authorship network connecting the top 25 collaborators of Peter Tankov. A scholar is included among the top collaborators of Peter Tankov based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Peter Tankov. Peter Tankov is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Tankov, Peter, et al.. (2023). Green investment and asset stranding under transition scenario uncertainty. Energy Economics. 124. 106773–106773. 15 indexed citations

2.

Reis, Gonçalo dos, et al.. (2023). Importance sampling for McKean-Vlasov SDEs. Applied Mathematics and Computation. 453. 128078–128078. 3 indexed citations

3.

Tankov, Peter, et al.. (2023). Can Investors Curb Greenwashing?. SSRN Electronic Journal. 3 indexed citations

4.

Tankov, Peter, et al.. (2023). Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption. ESAIM. Mathematical modelling and numerical analysis. 57(2). 953–990. 6 indexed citations

5.

Angelis, Tiziano De, Peter Tankov, & Olivier Zerbib. (2022). Climate Impact Investing. Management Science. 69(12). 7669–7692. 69 indexed citations

6.

Plougonven, Riwal, Sylvie Parey, Peter Tankov, et al.. (2022). How Skillful Are the European Subseasonal Predictions of Wind Speed and Surface Temperature?. Monthly Weather Review. 150(7). 1621–1637. 7 indexed citations

7.

Plougonven, Riwal, Alexis Tantet, Sylvie Parey, et al.. (2022). Statistical Downscaling to Improve the Subseasonal Predictions of Energy-Relevant Surface Variables. Monthly Weather Review. 151(1). 275–296. 1 indexed citations

8.

Drobinski, Philippe, et al.. (2022). Cyclone generation Algorithm including a THERmodynamic module for Integrated National damage Assessment (CATHERINA 1.0) compatible with Coupled Model Intercomparison Project (CMIP) climate data. Geoscientific model development. 15(21). 8001–8039. 1 indexed citations

9.

Tankov, Peter, et al.. (2022). Corporate Debt Value under Transition Scenario Uncertainty. SSRN Electronic Journal. 3 indexed citations

10.

Guéant, Olivier, et al.. (2021). Environmental transition alignment and portfolio performance. SSRN Electronic Journal. 1 indexed citations

11.

Aïd, René, et al.. (2020). The entry and exit game in the electricity markets: a mean-field game\n approach. arXiv (Cornell University). 20 indexed citations

12.

Tankov, Peter, et al.. (2019). Regression Monte Carlo for microgrid management. SHILAP Revista de lepidopterología. 3 indexed citations

13.

Tankov, Peter. (2015). Tails of weakly dependent random vectors. Journal of Multivariate Analysis. 145. 73–86. 1 indexed citations

14.

Tankov, Peter, et al.. (2015). Numerical methods for the quadratic hedging problem in Markov models with jumps. The Journal of Computational Finance. 19(2). 29–67. 1 indexed citations

15.

Rosenbaum, Mathieu & Peter Tankov. (2011). Asymptotic results for time-changed Lévy processes sampled at hitting times. Stochastic Processes and their Applications. 121(7). 1607–1632. 9 indexed citations

16.

Kohatsu‐Higa, Arturo & Peter Tankov. (2010). Jump-adapted discretization schemes for Lévy-driven SDEs. Stochastic Processes and their Applications. 120(11). 2258–2285. 28 indexed citations

17.

Tankov, Peter & Ekaterina Voltchkova. (2008). Asymptotic analysis of hedging errors in models with jumps. Stochastic Processes and their Applications. 119(6). 2004–2027. 23 indexed citations

18.

Tankov, Peter & Rama Cont. (2007). Retrieving Lévy processes from option prices : regularization of an ill-posed inverse problem. HAL (Le Centre pour la Communication Scientifique Directe). 30 indexed citations

19.

Kallsen, Jan & Peter Tankov. (2006). Characterization of dependence of multidimensional Lévy processes using Lévy copulas. Journal of Multivariate Analysis. 97(7). 1551–1572. 109 indexed citations

20.

Tankov, Peter. (2003). Financial Modelling with Jump Processes. HAL (Le Centre pour la Communication Scientifique Directe). 1969 indexed citations breakdown →

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.

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