Scholarly Research per year
Fingerprint 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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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. 185-190Research output: Contribution to journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
Scholarly Activities
- 2 Other
Risk Management in Volatile Markets
Svetlozar Rachev (Speaker)
Mar 17 2017
Activity: Talk or presentation › Other
Dynamic Asset Pricing Theory and Behavioral Finance
Svetlozar Rachev (Speaker)
Nov 15 2017
Activity: Talk or presentation › Other