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Svetlozar T. Rachev

University of California, Santa Barbara
Karlsruhe Institute of Technology
Stony Brook University

582

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Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes

2021 arXiv: Statistical Finance
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Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture L\'evy Motions

2021 Research Papers in Economics
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Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models

2021 Research Papers in Economics
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Portfolio Optimization Constrained by Performance Attribution

2021
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Global Index on Financial Losses due to Crime in the United States.

2021 arXiv: Risk Management
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Option Pricing in an Investment Risk-Return Setting

2021 Applied Economics
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Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models

2021 arXiv: Portfolio Management
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Global Index on Financial Losses due to Crime in the United States

2021 Research Papers in Economics
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Market Complete Option Valuation using a Jarrow-Rudd Pricing Tree with Skewness and Kurtosis

2021 arXiv: Mathematical Finance
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Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes

2021 Research Papers in Economics
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