Author/Creator: Rachev, Svetlozar T. - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Rachev, Svetlozar T.

1. Multiple subordinated modeling of asset returns: Implications for option pricing. (19th April 2021)

Authors:: Shirvani, Abootaleb; Rachev, Svetlozar T.; Fabozzi, Frank J.
Journal:: Econometric reviews
Issue:: Volume 40:Number 3(2021)
Page Start:: 290
Record Type:: Journal Article
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2. Option pricing in an investment risk-return setting. Issue 14 (22nd March 2022)

Authors:: Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Shirvani, Abootaleb; Fabozzi, Frank J.
Journal:: Applied economics
Issue:: Volume 54:Issue 14(2022)
Page Start:: 1625
Record Type:: Journal Article
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3. Tempered stable Ornstein– Uhlenbeck processes: A practical view. Issue 1 (2nd January 2017)

Authors:: Bianchi, Michele Leonardo; Rachev, Svetlozar T.; Fabozzi, Frank J.
Journal:: Communications in statistics
Issue:: Volume 46:Issue 1(2017)
Page Start:: 423
Record Type:: Journal Article
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