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Dive into the research topics where Svetlozar Rachev is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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- 1 Active
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A Natural Disasters Index
Mahanama, T., Shirvani, A. & Rachev, S., Apr 2022, In: Environmental Economics and Policy Studies. 24, 2, p. 263-284 22 p.Research output: Contribution to journal › Article › peer-review
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Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Y., Lindquist, W. B., Rachev, S. T., Shirvani, A. & Fabozzi, F. J., Apr 2022, In: Journal of Economic Dynamics and Control. 137, 104345.Research output: Contribution to journal › Article › peer-review
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Option pricing in an investment risk-return setting
Stoyanov, S. V., Rachev, S. T., Shirvani, A. & Fabozzi, F. J., 2022, In: Applied Economics. 54, 14, p. 1625-1638 14 p.Research output: Contribution to journal › Article › peer-review
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A natural disasters index
Mahanama, T., Shirvani, A. & Rachev, S., 2021, In: Default journal. p. 1-22Research output: Contribution to journal › Article › peer-review
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Equity premium puzzle or faulty economic modelling?
Shirvani, A., Stoyanov, S., Fabozzi, F. & Rachev, S., 2021, In: Review of Quantitative Finance and Accounting. p. 1329-1342Research output: Contribution to journal › Article › peer-review
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A new Approach to Discrete Option Pricing in Finance
Svetlozar Rachev (Speaker)
Jan 1 2021 → Dec 31 2021Activity: Talk or presentation › Other
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Risk Management in Volatile Markets
Svetlozar Rachev (Speaker)
Mar 17 2017Activity: Talk or presentation › Other
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Dynamic Asset Pricing Theory and Behavioral Finance
Svetlozar Rachev (Speaker)
Nov 15 2017Activity: Talk or presentation › Other