S. T. Rachev

Identifiers

Open LibraryOL396896A

Top Subjects

Duality theory (Mathematics) (1)
Limit theorems (Probability theory) (1)
Metric spaces. (1)
Transportation problems (Programming) (1)
Capital assets pricing model (1)
Mathematical models (1)
Probabilities (1)

Books by S. T. Rachev

Total count: 9

Duality theorems for Kantorovich-Rubinstein and Wasserstein functionals

Państwowe Wydawn. Naukowe1990-01-01
Probability metrics and the stability of stochastic models

Wiley1991-01-01
Mass transportation problems

Springer1998-01-01
Handbook of Heavy Tailed Distributions in FinanceHandbooks in Finance, Book 1

Elsevier Science & Technology Books2003-01-01
Probability and statistics for finance

Wiley2010-01-01
Financial models with Levy processes and volatility clustering

Wiley2011-01-01
A probability metrics approach to financial risk measures

Wiley-Blackwell2011-01-01
Financial models with Lévy processes and volatility clustering

John Wiley2011-01-01
Athens Conference on Applied Probability and Time Series Analysis : Volume IApplied Probability in Honor of J. M. Gani

Springer London, Limited2012-01-01