Stoyan V. Stoyanov

Generating author description...

All published works

Action	Title	Year	Authors
+	Robust Statistics for Portfolio Construction and Analysis	2023	R. Douglas Martin Stoyan V. Stoyanov Kirk Li Mahmoud Shammaa
+ PDF Chat	Option pricing in an investment risk-return setting	2021	Stoyan V. Stoyanov Svetlozar T. Rachev Abootaleb Shirvani Frank J. Fabozzi
+ PDF Chat	A New Set of Financial Instruments	2020	Abootaleb Shirvani Stoyan V. Stoyanov Svetlozar T. Rachev Frank J. Fabozzi
+ PDF Chat	Equity premium puzzle or faulty economic modelling?	2020	Abootaleb Shirvani Stoyan V. Stoyanov Frank J. Fabozzi Svetlozar T. Rachev
+ PDF Chat	OPTION PRICING IN MARKETS WITH INFORMED TRADERS	2020	Yuan Hu Abootaleb Shirvani Stoyan V. Stoyanov Young Shin Kim Frank J. Fabozzi Svetlozar T. Rachev
+	Option Pricing in an Investment Risk-Return Setting	2020	Abootaleb Shirvani Frank J. Fabozzi Stoyan V. Stoyanov
+ PDF Chat	Behavioral Finance - Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach	2020	Svetlozar T. Rachev Stoyan V. Stoyanov Stefan Mittnik Frank J. Fabozzi Abootaleb Shirvani
+ PDF Chat	Equity Premium Puzzle or Faulty Economic Modelling?	2020	Abootaleb Shirvani Stoyan V. Stoyanov Frank J. Fabozzi Svetlozar T. Rachev
+	Option Pricing in an Investment Risk-Return Setting	2020	Abootaleb Shirvani Frank J. Fabozzi Stoyan V. Stoyanov
+	Equity Premium Puzzle or Faulty Economic Modelling	2019	Abootaleb Shirvani Stoyan V. Stoyanov Frank J. Fabozzi Svetlozar T. Rachev
+ PDF Chat	PRICING DERIVATIVES IN HERMITE MARKETS	2019	Stoyan V. Stoyanov Svetlozar T. Rachev Stefan Mittnik Frank J. Fabozzi
+ PDF Chat	Option Pricing in an Investment Risk-Return Setting	2019	Young Shin Kim Stoyan V. Stoyanov Svetlozar T. Rachev Frank J. Fabozzi
+ PDF Chat	A New Set of Financial Instruments	2019	Abootaleb Shirvani Stoyan V. Stoyanov Svetlozar T. Rachev Frank J. Fabozzi
+	Cranial variability and sexual dimorphism of golden jackal in Bulgaria.	2019	Stoyan V. Stoyanov
+	Equity Premium Puzzle or Faulty Economic Modelling?	2019	Abootaleb Shirvani Stoyan V. Stoyanov Frank J. Fabozzi Svetlozar T. Rachev
+ PDF Chat	Another Look at the Ho–Lee Bond Option Pricing Model	2018	Young Shin Kim Stoyan V. Stoyanov Svetlozar T. Rachev Frank J. Fabozzi
+ PDF Chat	Enhancing binomial and trinomial equity option pricing models	2018	Young Shin Kim Stoyan V. Stoyanov Svetlozar T. Rachev Frank J. Fabozzi
+	Enhancing Binomial and Trinomial Equity Option Pricing Models	2017	Yong Shin Kim Stoyan V. Stoyanov Svetlozar T. Rachev Frank J. Fabozzi
+	Option pricing for Informed Traders	2017	Stoyan V. Stoyanov Yong Shin Kim Svetlozar T. Rachev Frank J. Fabozzi
+	Behavioral finance option pricing formulas consistent with rational dynamic asset pricing	2017	Svetlozar T. Rachev Stoyan V. Stoyanov Frank J. Fabozzi
+	Pricing derivatives in Hermite markets	2017	Stoyan V. Stoyanov Svetlozar T. Rachev Stefan Mittnik Frank J. Fabozzi
+	Behavioral Finance -- Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach	2017	Svetlozar T. Rachev Stoyan V. Stoyanov Stefan Mittnik Frank J. Fabozzi
+	Behavioral Finance Option Pricing Formulas Consistent with Rational Dynamic Asset Pricing	2017	Svetlozar T. Rachev Stoyan V. Stoyanov Frank J. Fabozzi
+	Enhancing Binomial and Trinomial Equity Option Pricing Models	2017	Yong Shin Kim Stoyan V. Stoyanov Svetlozar T. Rachev Frank J. Fabozzi
+	Option pricing for Informed Traders	2017	Stoyan V. Stoyanov Yong Shin Kim Svetlozar T. Rachev Frank J. Fabozzi
+	Pricing derivatives in Hermite markets	2017	Stoyan V. Stoyanov Svetlozar T. Rachev Stefan Mittnik Frank J. Fabozzi
+	Multi-Purpose Binomial Model: Fitting all Moments to the Underlying Geometric Brownian Motion	2016	Y. S. Kim Stoyan V. Stoyanov S. Rachev Frank J. Fabozzi
+	A New Set of Financial Instruments	2016	Abootaleb Shirvani Stoyan V. Stoyanov Svetlozar T. Rachev Frank J. Fabozzi
+ PDF Chat	Multi-purpose binomial model: Fitting all moments to the underlying geometric Brownian motion	2016	Young Shin Kim Stoyan V. Stoyanov Svetlozar T. Rachev Frank J. Fabozzi
+	Multi-Purpose Binomial Model: Fitting all Moments to the Underlying Geometric Brownian Motion	2016	Y. S. Kim Stoyan V. Stoyanov S. Rachev Frank J. Fabozzi
+	Pricing Derivatives in Hermite Markets	2016	Stoyan V. Stoyanov Svetlozar T. Rachev Stefan Mittnik Frank J. Fabozzi
+	A New Set of Financial Instruments	2016	Abootaleb Shirvani Stoyan V. Stoyanov Svetlozar T. Rachev Frank J. Fabozzi
+	A simple method to definethe heat conductivity of a limited plate	2014	Алексей Сергеевич Евдокимов V. M. Kozintsev Oleg Melnik A. L. Popov Stoyan V. Stoyanov D. A. Chelyubeev
+	Ideal Metrics and Stability of Characterizations of Probability Distributions	2012	Svetlozar T. Rachev Lev B. Klebanov Stoyan V. Stoyanov Frank J. Fabozzi
+	Probability Distances and Probability Metrics: Definitions	2012	Svetlozar T. Rachev Lev B. Klebanov Stoyan V. Stoyanov Frank J. Fabozzi
+	Main Directions in the Theory of Probability Metrics	2012	Svetlozar T. Rachev Lev B. Klebanov Stoyan V. Stoyanov Frank J. Fabozzi
+	Monge–Kantorovich Mass Transference Problem, Minimal Distances and Minimal Norms	2012	Svetlozar T. Rachev Lev B. Klebanov Stoyan V. Stoyanov Frank J. Fabozzi
+	Positive and Negative Definite Kernels and Their Properties	2012	Svetlozar T. Rachev Lev B. Klebanov Stoyan V. Stoyanov Frank J. Fabozzi
+	Glivenko–Cantelli Theorem and Bernstein–Kantorovich Invariance Principle	2012	Svetlozar T. Rachev Lev B. Klebanov Stoyan V. Stoyanov Frank J. Fabozzi
+	Ideal Metrics with Respect to Summation Scheme for i.i.d. Random Variables	2012	Svetlozar T. Rachev Lev B. Klebanov Stoyan V. Stoyanov Frank J. Fabozzi
+	Ideal Metric with Respect to Maxima Scheme of i.i.d. Random Elements	2012	Svetlozar T. Rachev Lev B. Klebanov Stoyan V. Stoyanov Frank J. Fabozzi
+	Optimal Quality Usage	2012	Svetlozar T. Rachev Lev B. Klebanov Stoyan V. Stoyanov Frank J. Fabozzi
+	Uniformity in Weak and Vague Convergence	2012	Svetlozar T. Rachev Lev B. Klebanov Stoyan V. Stoyanov Frank J. Fabozzi
+	Quantitative Relationships Between Minimal Distances and Minimal Norms	2012	Svetlozar T. Rachev Lev B. Klebanov Stoyan V. Stoyanov Frank J. Fabozzi
+	Statistical Estimates Obtained by the Minimal Distances Method	2012	Svetlozar T. Rachev Lev B. Klebanov Stoyan V. Stoyanov Frank J. Fabozzi
+	Moment Problems Related to the Theory of Probability Metrics: Relations Between Compound and Primary Distances	2012	Svetlozar T. Rachev Lev B. Klebanov Stoyan V. Stoyanov Frank J. Fabozzi
+	Some Statistical Tests Based on $$\mathfrak{N}$$ -Distances	2012	Svetlozar T. Rachev Lev B. Klebanov Stoyan V. Stoyanov Frank J. Fabozzi
+	Average Value‐at‐Risk	2011	Svetlozar T. Rachev Stoyan V. Stoyanov Frank J. Fabozzi
+	Price dynamics in a strategic model of trade between two regions	2008	Iordan V. Iordanov Stoyan V. Stoyanov Andrey Vassilev
+	Computing VaR and AVaR of Skewed-T Distribution	2007	Steftcho Dokov Stoyan V. Stoyanov Svetlozar T. Rachev
+	Relative deviation metrics and the problem of strategy replication	2007	Stoyan V. Stoyanov Svetlozar T. Rachev Sergio Ortobelli Lozza Frank J. Fabozzi

Common Coauthors

Coauthor	Papers Together
Frank J. Fabozzi	46
Svetlozar T. Rachev	25
Svetlozar T. Rachev	18
Lev B. Klebanov	14
Abootaleb Shirvani	13
Stefan Mittnik	6
Young Shin Kim	5
Yong Shin Kim	4
S. Rachev	2
Y. S. Kim	2
D. A. Chelyubeev	1
Mahmoud Shammaa	1
Sergio Ortobelli Lozza	1
R. Douglas Martin	1
A. L. Popov	1
Yuan Hu	1
V. M. Kozintsev	1
Iordan V. Iordanov	1
Steftcho Dokov	1
Oleg Melnik	1
Алексей Сергеевич Евдокимов	1
Kirk Li	1
Andrey Vassilev	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Convergence of Probability Measures	1999	Patrick Billingsley	9
+ PDF Chat	On a non-classical invariance principle	2008	Youri Davydov Vladimir Rotar	5
+	Real Analysis and Probability	1972		4
+ PDF Chat	Real Analysis and Probability	2002	R. M. Dudley	4
+ PDF Chat	Multi-purpose binomial model: Fitting all moments to the underlying geometric Brownian motion	2016	Young Shin Kim Stoyan V. Stoyanov Svetlozar T. Rachev Frank J. Fabozzi	4
+	Convergence of Random Processes and Limit Theorems in Probability Theory	1956	Yu. V. Prokhorov	3
+ PDF Chat	Consistent price systems and face-lifting pricing under transaction costs	2008	Paolo Guasoni Miklós Rásonyi Walter Schachermayer	2
+	Probability	1984	A. N. Shiryayev	2
+ PDF Chat	Integration with respect to fractal functions and stochastic calculus. I	1998	Martina Zähle	2
+	Probabilities and metrics : convergence of laws on metric spaces, with a view to statistical testing	1976	Richard M. Dudley	2
+	Probabilistic aspects of finance	2013	Hans Föllmer Alexander Schied	2
+ PDF Chat	Mean‐Variance Hedging for Stochastic Volatility Models	2000	Francesca Biagini Paolo Guasoni Maurizio Pratelli	2
+	Convergence of Numerical Characteristics of Sums of Independent Random Variables with Values in a Hilbert Space	1974	Victoria Kruglov	2
+ PDF Chat	Probability in Banach Spaces	1976	Michel Ledoux Michel Talagrand	2
+	Multiple Subordinated Modeling of Asset Returns	2019	Abootaleb Shirvani Svetlozar T. Rachev Frank J. Fabozzi	2
+	Theorie des probabilités et quelques applications	1965	Paul Louis Hennequin A. Tortrat	2
+ PDF Chat	Analysis of the Rosenblatt process	2008	Ciprian A. Tudor	2
+ PDF Chat	Gaussian and their Subordinated Self-similar Random Generalized Fields	1979	R. L. Dobrushin	2
+	Levy Processes and Infinitely Divisible Distributions	1999	Ken‐iti Sato	2
+ PDF Chat	On the Ф‐variation of stochastic processes with exponential moments	2016	Andreas Basse-O’Connor Michel Weber	2
+ PDF Chat	From Hermite Polynomials to Multifractional Processes	2013	Renaud Marty	2
+	On the Role of Duality in the Theory of Moments	1983	J. H. B. Kemperman	2
+ PDF Chat	Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model	2009	Soledad Torres Ciprian A. Tudor	2
+	METRIC DISTANCES IN SPACES OF RANDOM VARIABLES AND THEIR DISTRIBUTIONS	1976	В. М. Золотарев	2
+	The Inverse Gaussian Distribution: Theory, Methodology, and Applications.	1990	Mohammad Ahsanullah Raj S. Chhikara J. Leroy Folks	2
+	Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders	2014	Marianne Clausel François Roueff Murad S. Taqqu Ciprian A. Tudor	2
+ PDF Chat	Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion	2007	Andreas Neuenkirch Ivan Nourdin	2
+ PDF Chat	Relations between Weak and Uniform Convergence of Measures with Applications	1962	R. Ranga Rao	2
+ PDF Chat	Applying the Barycentric Jacobi Spectral Method to Price Options with Transaction Costs in a Fractional Black-Scholes Framework	2014	Bienvenue Feugang. Nteumagne Edson Pindza Eben Maré	2
+ PDF Chat	Forward, backward and symmetric stochastic integration	1993	Francesco Russo Pierre Vallois	2
+	Semi-Infinite Programming and Applications	1983	Anthony V. Fiacco Kenneth O. Kortanek	2
+	On a Property of the Lognormal Distribution	2010	C. C. Heyde	2
+ PDF Chat	Inequalities for E k(X, Y) when the marginals are fixed	1976	Stamatis Cambanis Gordon Simons William Stout	1
+	Monge’s transport problem on a Riemannian manifold	2001	Mikhail Feldman Robert J. McCann	1
+ PDF Chat	Regularly varying functions	2006	Hedegaard Jessen Thomas Mikosch	1
+	THE PROBLEM OF MASS TRANSFER WITH A DISCONTINUOUS COST FUNCTION AND A MASS STATEMENT OF THE DUALITY PROBLEM FOR CONVEX EXTREMAL PROBLEMS	1979	Vladimir Levin A. A. Milyutin	1
+	Computing VaR and AVaR of Skewed-T Distribution	2007	Steftcho Dokov Stoyan V. Stoyanov Svetlozar T. Rachev	1
+	On the Rate of Convergence in the CLT with Respect to the Kantorovich Metric	1994	Svetlozar T. Rachev Ludger Rüschendorf	1
+ PDF Chat	Option Pricing in Multivariate Stochastic Volatility Models of OU Type	2012	Johannes Muhle‐Karbe Oliver Pfaffel Robert Stelzer	1
+	Lévy processes and infinitely divisible distributions	2013	健一佐藤	1
+ PDF Chat	Probability Theory: Independence, Interchangeability, Martingales	1998	Robert Lund Y. S. Chow Henry Teicher	1
+	From the Schr\"odinger problem to the Monge-Kantorovich problem	2010	Christian Léonard	1
+	Annals of Applied Probability	2005	Paul S. Dwyer	1
+	Asymmetric Multivariate Laplace Distribution	2001	Samuel Kotz Tomaz J. Kozubowski Krzysztof Podgórski	1
+	Conditional Value at Risk	2009	Karolina Koziorowska	1
+	Mass-transshipment problems and ideal metrics	1994	Leonid Hanin Svetlozar T. Rachev	1
+	On the Numerical Evaluation of Option Prices in Jump Diffusion Processes	2007	Peter Carr Anita Mayo	1
+	Contiguity of Probability Measures	1972	George G. Roussas	1
+	A Weak Convergence to Hermite Process by Martingale Differences	2014	Xichao Sun Cheng Rong-long	1
+	Transportation cost for Gaussian and other product measures	1996	Michel Talagrand	1