Svetlozar T. Rachev
- On a Class of Distributions Stable Under Random Summation
2012/06/01 by Lev B. Klebanov, L. B. Klebanov, A. V. Kakosyan +4 · 5 citations
Mathematics · #Functional Equations Stability Results #Statistical Distribution Estimation and Applications #Mathematical functions and polynomials
- Enhancing Binomial and Trinomial Equity Option Pricing Models
2017/12/10 by Yong Shin Kim, Stoyan V. Stoyanov, Kim, Yong Shin +5 · 2 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications
- Option Pricing with Greed and Fear Factor: The Rational Finance Approach
2017/09/24 by Svetlozar T. Rachev, Frank J. Fabozzi, Rachev, Svetlozar +4 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Markets and Investment Strategies #General Finance (q-fin.GN) #Stochastic processes and financial applications
- Alternatives to classical option pricing
2024/03/25 by W. Brent Lindquist, Lindquist, W. Brent, Svetlozar T. Rachev +1 · 2 citations
Economics, Econometrics and Finance · #FOS: Economics and business #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications
- Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading
2024/12/19 by Deep, Akash, Abootaleb Shirvani, Chris Monico +6 · 2 citations
Decision Sciences · #Computational Finance (q-fin.CP) #FOS: Economics and business #Forecasting Techniques and Applications #Risk Management (q-fin.RM) #Stock Market Forecasting Methods
- Exploring Dynamic Asset Pricing within Bachelier Market Model
2023/07/08 by Nancy Asare Nyarko, Nyarko, Nancy Asare, Bhathiya Divelgama +9 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Markets and Investment Strategies #General Finance (q-fin.GN) #Stock Market Forecasting Methods
- Portfolio Optimization under Heavy Tails and Asymmetric Volatility: Evidence from Taiwan-Exposed ETFs
2026/07/17 by Ting-Jung Lee, Abootaleb Shirvani, Farzana Afroz +2 · 1 voice
#q-fin.PM