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researcher

S. Rachev

17 papers hereh-index 5713.3k citations596 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author8
  • last author7

Across the 16 of 17 papers where every author was matched, so the position is known.

fields
  • q-fin.MF9
  • q-fin.PR2
  • q-fin.RM2
  • econ.GN1
  • math.PR1
  • q-fin.CP1
same name
  • S. Rachev — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20152022
most citedOption Pricing in Markets with Informed Traders

12 citations · 14 across the 10 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2015

ν-Generalized Hyperbolic Distributions

Lev B. Klebanov, Svetlozar T. Rachev

A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is more adapted to study the distributions of sums of random nu…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.