Personal information

No personal information available

Activities

Collapse all

Employment (1)

EMLYON Business School: Lyon, FR

2013-09-01 to present | Assistant Professor (Economics, Finance and Control)
Employment
Source: Self-asserted source
Bertrand TAVIN

Education and qualifications (1)

Université Paris 1 - Panthéon Sorbonne: Paris, FR

2009-10-01 to 2013-11-07 | PhD in Finance (Management and Business Economics)
Education
Source: Self-asserted source
Bertrand TAVIN

Works (6)

Procedural rationality, asset heterogeneity and market selection

Journal of Mathematical Economics
2019-05 | Journal article
DOI: 10.1016/j.jmateco.2019.02.001
Contributors: Guillaume Coqueret; Bertrand Tavin
Source: check_circle
Crossref

Measuring exposure to dependence risk with random Bernstein copula scenarios

European Journal of Operational Research
2018-11 | Journal article
DOI: 10.1016/j.ejor.2017.10.044
Contributors: Bertrand Tavin
Source: check_circle
Crossref

From the Samuelson volatility effect to a Samuelson correlation effect: An analysis of crude oil calendar spread options

Journal of Banking & Finance
2018-10 | Journal article
DOI: 10.1016/j.jbankfin.2016.12.001
Contributors: Lorenz Schneider; Bertrand Tavin
Source: check_circle
Crossref

An investigation of model risk in a market with jumps and stochastic volatility

European Journal of Operational Research
2016-09 | Journal article
DOI: 10.1016/j.ejor.2016.03.018
Contributors: Guillaume Coqueret; Bertrand Tavin
Source: check_circle
Crossref

Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives

Copulae in Mathematical and Quantitative Finance. Springer-Verlag, Series Lecture Notes in Statistics
2013-07-01 | Book chapter
Source: Self-asserted source
Bertrand TAVIN

Implied Distribution as a Function of the Volatility Smile

Bankers, Markets and Investors
2012-07-01 | Journal article
Source: Self-asserted source
Bertrand TAVIN
How many people are using ORCID?