Tail behavior of sums and differences of log-normal random variables von GULISASHVILI, ARCHIL, TANKOV, PETER

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Price formation and optimal trading in intraday electricity markets with a major player von Féron, Olivier, Tankov, Peter, Tinsi, Laura

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Profitability and Revenue Uncertainty of Wind Farms in Western Europe in Present and Future Climate von Alonzo, Bastien, Concettini, Silvia, Creti, Anna, Drobinski, Philippe, Tankov, Peter

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Green investment and asset stranding under transition scenario uncertainty von Flora, Maria, Tankov, Peter

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Measuring the Risk of Supply and Demand Imbalance at the Monthly to Seasonal Scale in France von Alonzo, Bastien, Drobinski, Philippe, Plougonven, Riwal, Tankov, Peter

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Technological change in water use: A mean-field game approach to optimal investment timing von Bouveret, Géraldine, Dumitrescu, Roxana, Tankov, Peter

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The Economic Value of Wind Energy Nowcasting von Dupre, Aurore, Drobinski, Philippe, Badosa, Jordi, Briard, Christian, Tankov, Peter

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Characterization of dependence of multidimensional Lévy processes using Lévy copulas von Kallsen, Jan, Tankov, Peter

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Stochastic optimization with dynamic probabilistic forecasts von Tankov, Peter, Tinsi, Laura

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Corporate debt value under transition scenario uncertainty von Le Guenedal, Theo, Tankov, Peter

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Climate Impact Investing von De Angelis, Tiziano, Tankov, Peter, Zerbib, Olivier David

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Optimal importance sampling for Lévy processes von Genin, Adrien, Tankov, Peter

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Importance sampling for McKean-Vlasov SDEs von dos Reis, Gonçalo, Smith, Greig, Tankov, Peter

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Regression Monte Carlo for microgrid management von Alasseur, Clemence, Balata, Alessandro, Ben Aziza, Sahar, Maheshwari, Aditya, Tankov, Peter, Warin, Xavier

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TRACKING ERRORS FROM DISCRETE HEDGING IN EXPONENTIAL LÉVY MODELS von BRODÉN, MATS, TANKOV, PETER

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MEAN-FIELD GAMES OF OPTIMAL STOPPING: A RELAXED SOLUTION APPROACH von Bouveret, Geraldine, Dumitrescu, Roxana, Tankov, Peter

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Energy transition under scenario uncertainty: a mean-field game of stopping with common noise von Dumitrescu, Roxana, Leutscher, Marcos, Tankov, Peter

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Tails of weakly dependent random vectors von Tankov, Peter

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Volatility Options in Rough Volatility Models von Horvath, Blanka, Jacquier, Antoine, Tankov, Peter

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Optimal Trading Policies for Wind Energy Producer von Tan, Zongjun, Tankov, Peter

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