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