검색결과 : 5건
| No. | Article |
|---|---|
| 1 |
MEAN-FIELD GAMES OF OPTIMAL STOPPING: A RELAXED SOLUTION APPROACH Bouveret G, Dumitrescu R, Tankov P SIAM Journal on Control and Optimization, 58(4), 1795, 2020 |
| 2 |
Modelling the variability of the wind energy resource on monthly and seasonal timescales Alonzo B, Ringkjob HK, Jourdier B, Drobinski P, Plougonven R, Tankov P Renewable Energy, 113, 1434, 2017 |
| 3 |
Finite-Dimensional Representations for Controlled Diffusions with Delay Federico S, Tankov P Applied Mathematics and Optimization, 71(1), 165, 2015 |
| 4 |
A Coupled System of Integrodifferential Equations Arising in Liquidity Risk Model Pham H, Tankov P Applied Mathematics and Optimization, 59(2), 147, 2009 |
| 5 |
Retrieving Levy processes from option prices: Regularization of an ill posed inverse problem Cont R, Tankov P SIAM Journal on Control and Optimization, 45(1), 1, 2006 |