| Financial modelling with jump processes R Cont, P Tankov Chapman & Hall, 2004 | 6480* | 2004 |
| Nonparametric calibration of jump-diffusion option pricing models. R Cont, P Tankov The Journal of Computational Finance 7, 1-49, 2004 | 309 | 2004 |
| The Skorokhod embedding problem and model-independent bounds for option prices A Cousin, S Crépey, O Guéant, D Hobson, M Jeanblanc, JM Lasry, ... Paris-Princeton lectures on mathematical finance 2010, 267-318, 2011 | 269 | 2011 |
| Characterization of dependence of multidimensional Lévy processes using Lévy copulas J Kallsen, P Tankov Journal of Multivariate Analysis 97 (7), 1551-1572, 2006 | 267 | 2006 |
| Constant proportion portfolio insurance in the presence of jumps in asset prices R Cont, P Tankov Mathematical Finance 19 (3), 379-401, 2009 | 202 | 2009 |
| Multi-factor jump-diffusion models of electricity prices T Meyer-Brandis, P Tankov | 167 | 2007 |
| Hedging with options in models with jumps R Cont, P Tankov, E Voltchkova Stochastic analysis and applications, 197-217, 2007 | 149* | 2007 |
| Pricing and hedging in exponential Lévy models: review of recent results P Tankov Paris-Princeton Lectures on Mathematical Finance 2010, 319-359, 2011 | 145 | 2011 |
| Climate impact investing T De Angelis, P Tankov, OD Zerbib Management Science 69 (12), 7669-7692, 2023 | 142* | 2023 |
| Monte Carlo option pricing for tempered stable (CGMY) processes J Poirot, P Tankov Asia-Pacific Financial Markets 13 (4), 327-344, 2006 | 123 | 2006 |
| Jump-diffusion models: a practitioner’s guide P Tankov, E Voltchkova Banque et Marchés 99 (1), 24, 2009 | 116 | 2009 |
| Retrieving Lévy processes from option prices: Regularization of an ill-posed inverse problem R Cont, P Tankov SIAM Journal on Control and Optimization 45 (1), 1-25, 2006 | 112 | 2006 |
| Calibration of jump-diffusion option-pricing models: a robust non-parametric approach R Cont, P Tankov preprint, 2002 | 106 | 2002 |
| Lévy processes in finance: inverse problems and dependence modelling P Tankov Theèse soutenue septembre2004, Ecole Polytechnique, 2004 | 98* | 2004 |
| Improved Fréchet bounds and model-free pricing of multi-asset options P Tankov Journal of Applied Probability 48 (2), 389-403, 2011 | 95 | 2011 |
| Jump-adapted discretization schemes for Lévy-driven SDEs A Kohatsu-Higa, P Tankov Stochastic Processes and their Applications 120 (11), 2258-2285, 2010 | 90 | 2010 |
| Tail behavior of sums and differences of log-normal random variables A Gulisashvili, P Tankov | 77 | 2016 |
| Volatility options in rough volatility models B Horvath, A Jacquier, P Tankov SIAM Journal on Financial Mathematics 11 (2), 437-469, 2020 | 68 | 2020 |
| A new look at short‐term implied volatility in asset price models with jumps A Mijatović, P Tankov Mathematical Finance 26 (1), 149-183, 2016 | 66 | 2016 |
| Dependence structure of spectrally positive multidimensional Lévy processes P Tankov Download from www. cmap. polytechnique. fr/~ tankov, 2003 | 65 | 2003 |
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