Rachev Svetlozar T.

Svetlozar T. Rachev

Information about the author Svetlozar T. Rachev will soon be added to the site.
Found 4 papers in total
A GARCH option pricing model with α-stable innovations
A GARCH option pricing model with α-stable innovations
2005
We develop an option pricing model which is based on a GARCH asset return process with...
Computer tomography and quantum mechanics
Computer tomography and quantum mechanics
1997
In this paper we study some topics of interest to specialists in computer tomography....
A stochastic model of carcinogenesis and tumor size at detection
A stochastic model of carcinogenesis and tumor size at detection
1997
This paper discusses the distribution of tumor size at detection derived within the...
The theory of geometric stable distributions and its use in modeling financial data
The theory of geometric stable distributions and its use in modeling financial data
1994
It is commonly accepted that stable distributions do provide useful models for asset...
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