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Rachev, Svetlozar Todorov

Statistics Math-Net.Ru
Total publications: 13
Scientific articles: 13

Number of views:
This page:2887
Abstract pages:4394
Full texts:2452
References:169

https://www.mathnet.ru/eng/person43750
List of publications on Google Scholar
https://zbmath.org/authors/ai:rachev.svetlozar-t
https://mathscinet.ams.org/mathscinet/MRAuthorID/143415

Publications in Math-Net.Ru Citations
2010
1. M. Bianchi, S. T. Rachev, Y. S. Kim, F. J. Fabozzi, “Tempered infinitely divisible distributions and processes”, Teor. Veroyatnost. i Primenen., 55:1 (2010),  59–86  mathnet  mathscinet; Theory Probab. Appl., 55:1 (2011), 2–26  isi  scopus 37
2008
2. E. M. Bronshtein, S. T. Rachev, “Задача формирования оптимального портфеля акций и облигаций с учетом трансакционных издержек”, Sib. Zh. Ind. Mat., 11:4 (2008),  25–33  mathnet  mathscinet 1
1994
3. S. T. Rachev, L. Rüscheendorf, “Models for option prices”, Teor. Veroyatnost. i Primenen., 39:1 (1994),  150–190  mathnet  mathscinet  zmath; Theory Probab. Appl., 39:1 (1994), 120–152  isi 21
1992
4. S. T. Rachev, L. Rüschendorf, “Rate of Convergence for Sums and Maxima and Doubly Ideal Metrics”, Teor. Veroyatnost. i Primenen., 37:2 (1992),  276–289  mathnet  mathscinet  zmath; Theory Probab. Appl., 37:2 (1993), 222–235 3
1990
5. S. T. Rachev, L. Rüschendorf, “A transformation property of minimal metrics”, Teor. Veroyatnost. i Primenen., 35:1 (1990),  131–137  mathnet  mathscinet  zmath; Theory Probab. Appl., 35:1 (1990), 110–117  isi 2
1988
6. E. Omey, S. Rachev, “On the Rate of Convergence in Extreme Value Theory”, Teor. Veroyatnost. i Primenen., 33:3 (1988),  601–607  mathnet  mathscinet  zmath; Theory Probab. Appl., 33:3 (1988), 560–566  isi 6
1985
7. S. T. Račev, “Uniformity in the weak and vague convergence”, Teor. Veroyatnost. i Primenen., 30:3 (1985),  538–541  mathnet  mathscinet  zmath; Theory Probab. Appl., 30:3 (1986), 573–576  isi 1
1984
8. S. T. Rachev, “The $\zeta $-structure of average and uniform distances”, Dokl. Akad. Nauk SSSR, 278:2 (1984),  282–285  mathnet  mathscinet  zmath
9. S. T. Rachev, “A problem of Dudley”, Dokl. Akad. Nauk SSSR, 275:1 (1984),  28–31  mathnet  mathscinet  zmath
10. S. T. Rachev, “The Monge–Kantorovich mass transference problem and its stochastic applications”, Teor. Veroyatnost. i Primenen., 29:4 (1984),  625–653  mathnet  mathscinet  zmath; Theory Probab. Appl., 29:4 (1985), 647–676 182
11. S. T. Račev, “On a class of minimal functionals on the space of probability measures”, Teor. Veroyatnost. i Primenen., 29:1 (1984),  41–48  mathnet  mathscinet  zmath; Theory Probab. Appl., 29:1 (1985), 41–49  isi 13
1981
12. S. Rachev, “On minimal metrics in a space of real-valued random variables”, Dokl. Akad. Nauk SSSR, 257:5 (1981),  1067–1070  mathnet  mathscinet  zmath
1979
13. S. T. Rachev, “Hausdorff metric structure in the space of probability measures”, Zap. Nauchn. Sem. LOMI, 87 (1979),  87–103  mathnet  mathscinet  zmath; J. Soviet Math., 17:6 (1981), 2275–2288 6

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