E-LIB Suche - Ergebnisse für: Tankov, Peter

1

Corporate debt value under transition scenario uncertainty:

Le Guenedal, Theo ; Tankov, Peter
Mathematical Finance. , 2024

Link: https://doi.org/10.1111/..

2

A Mean-Field Game Model of Electricity Market Dynamics:

, In: Quantitative Energy Finance,

Bassière, Alicia ; Dumitrescu, Roxana ; Tankov, Peter - p. 181-219 , 2024

Link: https://doi.org/10.1007/..

3

Energy transition under scenario uncertainty: a mean-field ..:

Dumitrescu, Roxana ; Leutscher, Marcos ; Tankov, Peter
Mathematics and Financial Economics. , 2024

Link: https://doi.org/10.1007/..

4

Importance sampling for McKean-Vlasov SDEs:

dos Reis, Gonçalo ; Smith, Greig ; Tankov, Peter
Applied Mathematics and Computation. 453 (2023) - p. 128078 , 2023

Link: https://doi.org/10.1016/..

5

Linear programming fictitious play algorithm for mean field..:

Dumitrescu, Roxana ; Leutscher, Marcos ; Tankov, Peter
ESAIM: Mathematical Modelling and Numerical Analysis. 57 (2023) 2 - p. 953-990 , 2023

Link: https://doi.org/10.1051/..

6

Green investment and asset stranding under transition scena..:

Flora, Maria ; Tankov, Peter
Energy Economics. 124 (2023) - p. 106773 , 2023

Link: https://doi.org/10.1016/..

7

Stochastic optimization with dynamic probabilistic forecast:

Tankov, Peter ; Tinsi, Laura
Annals of Operations Research. 336 (2022) 1-2 - p. 711-747 , 2022

Link: https://doi.org/10.1007/..

8

Optimal Exploration and Price Paths of a Non-renewable Comm..

NBER working paper series, no. w29934

Ekeland, Ivar ; Schlenker, Wolfram ; Tankov, Peter. , 2022

Link: https://www.nber.org/pap..

9

Profitability and Revenue Uncertainty of Wind Farms in West..:

Alonzo, Bastien ; Concettini, Silvia ; Creti, Anna..
Energies. 15 (2022) 17 - p. 6446 , 2022

Link: https://doi.org/10.3390/..

10

Technological change in water use: A mean-field game approa..:

Bouveret, Géraldine ; Dumitrescu, Roxana ; Tankov, Peter
Operations Research Perspectives. 9 (2022) - p. 100225 , 2022

Link: https://doi.org/10.1016/..

11

Cyclone generation Algorithm including a THERmodynamic modu..:

Le Guenedal, Théo ; Drobinski, Philippe ; Tankov, Peter
Geoscientific Model Development. 15 (2022) 21 - p. 8001-8039 , 2022

Link: https://doi.org/10.5194/..

12

Price Formation and Optimal Trading in Intraday Electricity..:

, In: Network Games, Control and Optimization; Communications in Computer and Information Science,

Féron, Olivier ; Tankov, Peter ; Tinsi, Laura - p. 294-305 , 2021

Link: https://doi.org/10.1007/..

13

Price formation and optimal trading in intraday electricity..:

Féron, Olivier ; Tankov, Peter ; Tinsi, Laura
Mathematics and Financial Economics. 16 (2021) 2 - p. 205-237 , 2021

Link: https://doi.org/10.1007/..

14

Long-Time Trajectorial Large Deviations and Importance Samp..:

Grbac, Zorana ; Krief, David ; Tankov, Peter
Advances in Applied Probability. 53 (2021) 1 - p. 220-250 , 2021

Link: https://doi.org/10.1017/..

15

Indicateurs environnementaux: caractéristiques d'une mesure..:

PÉLADAN, Jean-Guillaume ; RAYNAUD, Julie ; TANKOV, Peter.
Revue d'économie financière. , 2020

Link: https://www.jstor.org/st..