Boryana Racheva-Yotova

Finance · 2011

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Boryana Racheva-Yotova trusts

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

  1. Svetlozar T. Rachev (in Finance)

Papers from Boryana Racheva-Yotova's perspective

Ordered by how strongly the researchers Boryana Racheva-Yotova trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Tempered Infinitely Divisible Distributions and Processes
  2. Estimation of the generalized Pareto distribution
  3. A comparison of some univariate models for Value-at-Risk and Expected Shortfall
  4. The Pricing of Options and Corporate Liabilities
  5. Generalized autoregressive conditional heteroskedasticity
  6. Metric spaces and completely monotone functions
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. A Closed-Form GARCH Option Valuation Model
  9. Tempering stable processes
  10. Financial Modelling with Jump Processes

Their papers