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P. Tankov

7 papers hereh-index 217 citations13 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author6

Across the 6 of 7 papers where every author was matched, so the position is known.

fields
  • q-fin.MF3
  • math.OC2
  • cs.CL1
  • econ.GN1
same name
  • P. Tankov — 44 papers, h 28

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20232026
collaborators
Showing 2025Show all

2 papers · 1 filter

econ.GN2025

Propagation of carbon price shocks through the value chain: the mean-field game of defaults

Zorana Grbac, Simone Pavarana, Thorsten Schmidt +1

We introduce a new mean-field game framework to analyze the impact of carbon pricing in a multi-sector economy with defaultable firms. Each sector produces a homogeneous good, with…

cs.CL2025

Climate Finance Bench

Rafik Mankour, Yassine Chafai, Hamada Saleh +3

Climate Finance Bench introduces an open benchmark that targets question-answering over corporate climate disclosures using Large Language Models. We curate 33 recent sustainabilit…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.