Anomalous viscosities of aged lubricating oils von Drenchev, N. P., Rachev, I. V.

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The Methods of Distances in the Theory of Probability and Statistics von Rachev, Svetlozar T, Fabozzi, Frank, Klebanov, Lev B, Stoyanov, Stoyan

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Heavy-Tailed Probability Distributions: Some Examples of Their Appearance von Klebanov, Lev B., Kuvaeva-Gudoshnikova, Yulia V., Rachev, Svetlozar T.

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CVaR sensitivity with respect to tail thickness von Stoyanov, Stoyan V., Rachev, Svetlozar T., Fabozzi, Frank J.

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Option pricing in an investment risk-return setting von Stoyanov, Stoyan V., Rachev, Svetlozar T., Shirvani, Abootaleb, Fabozzi, Frank J.

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Equity premium puzzle or faulty economic modelling? von Shirvani, Abootaleb, Stoyanov, Stoyan V., Fabozzi, Frank J., Rachev, Svetlozar T.

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Sensitivity of portfolio VaR and CVaR to portfolio return characteristics von Stoyanov, Stoyan V., Rachev, Svetlozar T., Fabozzi, Frank J.

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PRICING DERIVATIVES IN HERMITE MARKETS von STOYANOV, STOYAN V., RACHEV, SVETLOZAR T., MITTNIK, STEFAN, FABOZZI, FRANK J.

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A New Set of Financial Instruments von Shirvani, Abootaleb, Stoyanov, Stoyan V., Rachev, Svetlozar T., Fabozzi, Frank J.

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The Financial Market of Indices of Socioeconomic Well-Being von Mahanama, Thilini V., Shirvani, Abootaleb, Rachev, Svetlozar, Fabozzi, Frank J.

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FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET von RACHEV, SVETLOZAR T., STOYANOV, STOYAN V., FABOZZI, FRANK J.

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Calibrated FFT-based density approximations for α -stable distributions von Menn, Christian, Rachev, Svetlozar T.

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On a Class of Distributions Stable Under Random Summation von Klebanov, L. B., Kakosyan, A. V., Rachev, S. T., Temnov, G.

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METRIZATION OF STOCHASTIC DOMINANCE RULES von STOYANOV, STOYAN V., RACHEV, SVETLOZAR T., FABOZZI, FRANK J.

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Enhancing binomial and trinomial equity option pricing models von Kim, Young Shin, Stoyanov, Stoyan, Rachev, Svetlozar, Fabozzi, Frank J.

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Calibrating affine stochastic mortality models using term assurance premiums von Russo, Vincenzo, Giacometti, Rosella, Ortobelli, Sergio, Rachev, Svetlozar, Fabozzi, Frank J.

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Optimal Financial Portfolios von Stoyanov, S. V., Rachev, S. T., Fabozzi, F. J.

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Stochastic models for risk estimation in volatile markets: a survey von Stoyanov, Stoyan V., Racheva-Iotova, Borjana, Rachev, Svetlozar T., Fabozzi, Frank J.

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Measurement of Tensor Analyzing Power Components of the γd→pnπ0 Reaction von Lukonin, S. E., Gauzshtein, V. V., Zevakov, S. A., Karpenko, E. S., Kuzin, M. Ya, Levchuk, M. I., Loginov, A. Yu, Nikolenko, D. M., Rachev, I. A., Sadykov, R. Sh, Toporkov, D. K., Fiks, A. I., Shestakov, Yu. V.

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Construction of probability metrics on classes of investors von Stoyanov, Stoyan V., Rachev, Svetlozar T., Fabozzi, Frank J.

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