Peter Tankov
- Finance top 0.2%
- Economics and Econometrics top 1%
- Management Science and Operations Research top 1%
- Demography top 0.5%
- Mathematical Physics top 5%
- Co-authors
- Rama ContJan KallsenThilo Meyer‐BrandisEkaterina VoltchkovaOlivier ZerbibTiziano De AngelisHuyên PhamArturo Kohatsu‐Higa
- Topics
- Stochastic processes and financial applications (44 papers)Financial Risk and Volatility Modeling (20 papers)Economic theories and models (13 papers)
- Journals
- SHILAP Revista de lepidopterologíaManagement ScienceMonthly Weather Review
- Partner nations
- FranceUnited KingdomUnited States
In The Last Decade
Peter Tankov
67 papers receiving 2.9k citations
Hit Papers
Peers
Comparison fields: 5 of 88
- Finance 2.4k
- Economics and Econometrics 960
- Management Science and Operations Research 527
- Demography 505
- Mathematical Physics 283
Countries citing papers authored by Peter Tankov
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
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
| # | Work | Indexed citations |
|---|---|---|
| 1 | 15 | |
| 2 | 3 | |
| 3 | 3 | |
| 4 | 6 | |
| 5 | 69 | |
| 6 | 7 | |
| 7 | 1 | |
| 8 | 1 | |
| 9 | 3 | |
| 10 | 1 | |
| 11 | 20 | |
| 12 | 3 | |
| 13 | 1 | |
| 14 | 1 | |
| 15 | 9 | |
| 16 | 28 | |
| 17 | 23 | |
| 18 | Retrieving Lévy processes from option prices : regularization of an ill-posed inverse problem | 30 |
| 19 | 109 | |
| 20 | Financial Modelling with Jump Processesbreakdown → | 1969 |
About Peter Tankov
Peter Tankov is a scholar working on Finance, Economics and Econometrics and Demography, having authored 72 papers that have together received 3.2k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (44 papers), Financial Risk and Volatility Modeling (20 papers) and Economic theories and models (13 papers). The work is most often cited by research in Finance (2.4k citations), Demography (505 citations) and Management Science and Operations Research (527 citations). Peter Tankov has collaborated with scholars based in France, United Kingdom and United States. Frequent 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. Their work appears in journals such as SHILAP Revista de lepidopterología, Management Science and Monthly Weather Review.
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.