Georgi K. Mitov

Bulgarian Academy of Science

Institute of Mathematics and Informatics

1, 15 Noemvri Str.

1040 Sofia, 1113

United States

SCHOLARLY PAPERS

2

DOWNLOADS

19

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Risk Estimation for GARCH Processes with Heavy-Tailed Innovations

Number of pages: 56 Posted: 18 Jan 2019
Princeton University, Bulgarian Academy of Science, Texas Tech University, EDHEC Business School and affiliation not provided to SSRN
Downloads 19 (572,860)

Abstract:

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2.

Barrier Option Pricing by Branching Processes

International Journal of Theoretical and Applied Finance, Vol. 12, No. 7, pp. 1055-1073, 2009
Posted: 21 Apr 2010
Bulgarian Academy of Science, Texas Tech University, University of Karlsruhe and EDHEC Business School

Abstract:

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Barrier option, up-and-out call option, Bienayme-Galton-Watson branching process, branching process in a random environment