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| 2006 | ||
|---|---|---|
| 2 | EE | Christian Menn, Svetlozar T. Rachev: Calibrated FFT-based density approximations for alpha. Computational Statistics & Data Analysis 50(8): 1891-1904 (2006) |
| 2005 | ||
| 1 | EE | Christian Menn, Svetlozar T. Rachev: A GARCH option pricing model with alpha-stable innovations. European Journal of Operational Research 163(1): 201-209 (2005) |
| 1 | Svetlozar T. Rachev | [1] [2] |