| 2008 |
|---|
| 6 | EE | Domenico De Giovanni,
Sergio Ortobelli Lozza,
Svetlozar T. Rachev:
Delta hedging strategies comparison.
European Journal of Operational Research 185(3): 1615-1631 (2008) |
| 2006 |
|---|
| 5 | EE | Christian Menn,
Svetlozar T. Rachev:
Calibrated FFT-based density approximations for alpha.
Computational Statistics & Data Analysis 50(8): 1891-1904 (2006) |
| 2005 |
|---|
| 4 | 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) |
| 2004 |
|---|
| 3 | EE | Fabio Lamantia,
Sergio Ortobelli Lozza,
Svetlozar T. Rachev:
Time-Scale Transformations: Effects on VaR Models.
International Conference on Computational Science 2004: 779-786 |
| 2002 |
|---|
| 2 | EE | Svetlozar T. Rachev,
Werner Römisch:
Quantitative Stability in Stochastic Programming: The Method of Probability Metrics.
Math. Oper. Res. 27(4): 792-818 (2002) |
| 2001 |
|---|
| 1 | EE | Stefan Trueck,
Svetlozar T. Rachev,
Thomas Link:
New Tendencies in Rating SMEs with Respect to Basel II.
Informatica, Lith. Acad. Sci. 12(4): 593-610 (2001) |
