Pavel A. Stoimenov

Finance · 2005–2013

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 6 citations into it; #7,357 of 10,518 by trust here, #7,251 by citations
• Statistics and Probability — 5 citations into it; #9,272 of 12,932 by trust here, #7,914 by citations

Whom Pavel A. Stoimenov trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. A. Rényi
2. Jean-David Fermanian
3. H. M. Kat
4. Roger B. Nelsen
5. S. Chen

Who trusts Pavel A. Stoimenov overall

1. Nabarun Deb

Papers from Pavel A. Stoimenov's perspective

Ordered by how strongly the researchers Pavel A. Stoimenov trusts endorse each paper. Same corpus, a different order for every researcher.

1. Weak Convergence of Empirical Copula Processes
2. Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing
3. Fonctions de repartition a n dimensions et leurs marges
4. Goodness-of-fit tests for copulas
5. The Pricing of Structured Products in Germany
6. Partial Barrier Options
7. An Introduction to Copulas
8. Nonparametric Estimation of Copulas for Time Series
9. Partial differential equations
10. On measures of dependence

Their papers

• A Copula‐Based Non‐parametric Measure of Regression Dependence (2013) — 131 citations
• A measure of mutual complete dependence (2010) — 62 citations
• Are structured products ‘fairly’ priced? An analysis of the German market for equity-linked instruments (2005) — 178 citations