Peter Tankov (LPMA)

Identifiers

• name variant Peter Tankov (LPMA) 0.60 · backfill

Papers (1)

1. Optimal discretization of hedging strategies with directional views math.PR · 2014 · author #4

Mentions

• 1407.4570 #4 · backfill · confidence 0.70 Peter Tankov (LPMA)

Frequent Coauthors

• Jiatu Cai (LPMA) 1 shared papers
• Masaaki Fukasawa 1 shared papers
• Mathieu Rosenbaum (LPMA) 1 shared papers