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Publications by Peter Tankov

Constant Proportion Portfolio Insurance in the Presence of Jumps in Asset Prices

Mathematical Finance
FinanceApplied MathematicsEconomicsEconometricsAccountingSocial Sciences
2009English

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Incomplete Financial Markets and Jumps in Asset Prices

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Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices

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Regime Jumps in Electricity Prices

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