Peter Tankov

MathSciNet


Ph.D. École Polytechnique 2004 France
Dissertation: Levy Processes in Financial Modeling : Inverse Problems and Dependence Modeling
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor: Rama Cont

Students:
Click here to see the students listed in chronological order.

NameSchoolYearDescendants
Bernhart, MarieUniversité Paris Diderot - Paris 72011
Cai, JiatuUniversité Paris Diderot - Paris 72016
Chau, Ngoc HuyUniversità degli Studi di Padova and Université Paris Diderot - Paris 72016
De Franco, CarmineUniversité Paris Diderot - Paris 72012
MENASSE, ClementUniversité Paris Diderot - Paris 72017

According to our current on-line database, Peter Tankov has 5 students and 5 descendants.
We welcome any additional information.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 14009 for the advisor ID.