| From the Samuelson volatility effect to a Samuelson correlation effect: An analysis of crude oil calendar spread options L Schneider, B Tavin Journal of Banking & Finance 95, 185-202, 2018 | 44 | 2018 |
| Scopes of carbon emissions and their impact on green portfolios T Anquetin, G Coqueret, B Tavin, L Welgryn Economic Modelling 115, 105951, 2022 | 41 | 2022 |
| Seasonal volatility in agricultural markets: modelling and empirical investigations L Schneider, B Tavin Annals of Operations Research, 1-52, 2021 | 36* | 2021 |
| An investigation of model risk in a market with jumps and stochastic volatility G Coqueret, B Tavin European Journal of Operational Research 253 (3), 648-658, 2016 | 23 | 2016 |
| Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals B Tavin Journal of Banking & Finance 53, 158-178, 2015 | 17 | 2015 |
| Hedging Dependence Risk with Spread Options via the Power Frank and Power Student t Copulas B TAVIN | 8 | 2012 |
| Implied distribution as a function of the volatility smile B Tavin Bankers, Markets and Investors 119, 31-42, 2012 | 7 | 2012 |
| Application of Bernstein copulas to the pricing of multi-asset derivatives B Tavin Copulae in Mathematical and Quantitative Finance: Proceedings of the …, 2013 | 5 | 2013 |
| Measuring exposure to dependence risk with random Bernstein copula scenarios B Tavin European Journal of Operational Research, 2017 | 4 | 2017 |
| Dynamic decision making with predictive panels G Coqueret, B Tavin Available at SSRN 3853793, 2023 | 1 | 2023 |
| A note on implied correlation for bivariate contracts G Coqueret, B Tavin Economics Bulletin 40 (2), 1388-1396, 2020 | 1 | 2020 |
| Procedural rationality, asset heterogeneity and market selection G Coqueret, B Tavin Journal of Mathematical Economics 82, 125-149, 2019 | 1 | 2019 |
| Sustainable commodity factors G Coqueret, B Tavin, Y ZHOU Available at SSRN 4698258, 2025 | | 2025 |
| Revisiting the Gibson-Schwartz and Schwartz-Smith Commodity Models L Schneider, P Six, B Tavin Available at SSRN, 2024 | | 2024 |
| Measuring Information Flows in Option Markets: A Relative Entropy Approach. A Eric, S Lorenz, T Bertrand Journal of Derivatives 31 (2), 2023 | | 2023 |
| Robust Portfolio Allocation Under Dependence Uncertainty E André, B Tavin Available at SSRN 4496438, 2023 | | 2023 |
| La Volatilité Locale B TAVIN | | 2010 |
| Corrélation et valorisation de tranche de CDO B Tavin | | 2006 |
Lorenz SchneiderEM Lyon Business SchoolZweryfikowany adres z em-lyon.com
