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.

collaborating institutions
Showing 2019Show all

2 papers · 1 filter

q-fin.MF2019★ 5 cited

Option Pricing with Mixed Levy Subordinated Price Process and Implied Probability Weighting Function

Abootaleb Shirvani, Yuan Hu, Svetlozar T. Rachev +1

It is essential to incorporate the impact of investor behavior when modeling the dynamics of asset returns. In this paper, we reconcile behavioral finance and rational finance by i…

q-fin.RM2019★ 5 cited

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation

Yuan Hu, Svetlozar T. Rachev, Frank J. Fabozzi

Despite being described as a medium of exchange, cryptocurrencies do not have the typical attributes of a medium of exchange. Consequently, cryptocurrencies are more appropriately…