output
20142025
most citedA Semi-Parametric Approach to the Detection of Non-Gaussian Gravitational Wave Stochastic Backgrounds

32 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2017 · q-fin.MFShow all

3 papers · 2 filters

q-fin.MF2017

Another Look at the Ho-Lee Bond Option Pricing Model

Young Shin Kim, Stoyan Stoyanov, Svetlozar Rachev +1

In this paper, we extend the classical Ho-Lee binomial term structure model to the case of time-dependent parameters and, as a result, resolve a drawback associated with the model.…

q-fin.MF2017

Option pricing for Informed Traders

Stoyan V. Stoyanov, Yong Shin Kim, Svetlozar T. Rachev +1

In this paper we extend the theory of option pricing to take into account and explain the empirical evidence for asset prices such as non-Gaussian returns, long-range dependence, v…

q-fin.MF2017★ 3 cited

Behavioral Finance -- Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach

Svetlozar Rachev, Stoyan Stoyanov, Stefan Mittnik +2

In this paper we address three main objections of behavioral finance to the theory of rational finance, considered as anomalies the theory of rational finance cannot explain: Predi…