Svetlozar T. Rachev

Identifiers

• name variant Svetlozar T. Rachev 0.60 · backfill

Papers (7)

1. Option Pricing under Stochastic Volatility and Jumps:A PIDE Framework with Empirical Evidence q-fin.PR · 2026 · author #5
2. Memory, Roughness, and Information Persistence in Financial Markets: A Structural Approach to Volatility Forecasting q-fin.ST · 2026 · author #3
3. Option pricing for Informed Traders q-fin.MF · 2017 · author #3
4. Pricing derivatives in Hermite markets q-fin.MF · 2017 · author #2
5. Pricing Derivatives in Hermite Markets q-fin.MF · 2016 · author #1
6. $\nu$-Generalized Hyperbolic Distributions math.PR · 2015 · author #2
7. Multivariate heavy-tailed models for Value-at-Risk estimation q-fin.RM · 2010 · author #3

Mentions

• 1502.02486 #2 · backfill · confidence 0.70 Svetlozar T. Rachev
• 2605.30562 #5 · arxiv_oai · confidence 0.70 Svetlozar T. Rachev
• 2605.24285 #3 · arxiv_oai · confidence 0.70 Svetlozar T. Rachev
• 1005.2862 #3 · backfill · confidence 0.70 Svetlozar T. Rachev

Frequent Coauthors

• Frank J. Fabozzi 4 shared papers
• Stefan Mittnik 2 shared papers
• Stoyan V. Stoyanov 2 shared papers
• Abigail Anokyewaa Mensah 1 shared papers
• Akash Deep 1 shared papers
• Ayush Jha 1 shared papers
• Carlo Marinelli 1 shared papers
• Hongwei Mei 1 shared papers
• Lev B.Klebanov 1 shared papers
• Nicholas Appiah 1 shared papers
• Rui Wang 1 shared papers
• Stefano d'Addona 1 shared papers
• Yong Shin Kim 1 shared papers