S
S. T. Rachev
11 works on record
Works

Mass transportation problems
1998

Probability metrics and the stability of stochastic models
1991

A probability metrics approach to financial risk measures

Probability and statistics for finance

Financial econometrics

Approximation, probability, and related fields

Handbook of heavy tailed distributions in finance

Bayesian methods in finance
Financial models with Levy processes and volatility clustering
Financial models with Levy processes and volatility clustering
Financial models with Lévy processes and volatility clustering
Financial models with Lévy processes and volatility clustering
Duality theorems for Kantorovich-Rubinstein and Wasserstein functionals
Duality theorems for Kantorovich-Rubinstein and Wasserstein functionals