• 2835 Citations (Scopus)
  • 29 h-Index
1981 …2019

Research output per year

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Scholarly Research

Enhancing Binomial and Trinomial Equity Option Pricing Model

Kim, Y. S., Stoyanov, S. V., Rachev, S. & Fabozzi, F. J., Jan 30 2019, In : Finance Research Letters. p. 185-190

Research output: Contribution to journalArticle

  • Enhancing binomial and trinomial equity option pricing models

    Kim, Y. S., Stoyanov, S., Rachev, S. & Fabozzi, F. J., Mar 2019, In : Finance Research Letters. 28, p. 185-190 6 p.

    Research output: Contribution to journalArticle

  • Pricing derivatives in hermite markets

    Stoyanov, S. V., Rachev, S. T., Mittnik, S. & Fabozzi, F. J., Sep 1 2019, In : International Journal of Theoretical and Applied Finance. 22, 6, 1950031.

    Research output: Contribution to journalArticle

  • Another look at the ho−lee bond option pricing model

    Kim, Y. S., Stoyanov, S. V., Rachev, S. T. & Fabozzi, F. J., Jun 1 2018, In : Journal of Derivatives. 25, 4, p. 48-53 6 p.

    Research output: Contribution to journalArticle

  • Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models

    Bianchi, M. L., Rachev, S. T. & Fabozzi, F. J., Mar 1 2018, In : Computational Economics. 51, 3, p. 339-378 40 p.

    Research output: Contribution to journalArticle

  • 4 Scopus citations

    Scholarly Activities

    Risk Management in Volatile Markets

    Svetlozar Rachev (Speaker)

    Mar 17 2017

    Activity: Talk or presentationOther

    Dynamic Asset Pricing Theory and Behavioral Finance

    Svetlozar Rachev (Speaker)

    Nov 15 2017

    Activity: Talk or presentationOther