Calibration of a basket option model applied to company valuation. - Stefan Wörner; Borjana Racheva-Iotova; Stoyan V. Stoyanov (Math. Methods Oper. Res., 2002)

An Empirical Examination of Daily Stock Return Distributions for U.S. Stocks. - Svetlozar T. Rachev; Stoyan V. Stoyanov; Almira Biglova; Frank J. Fabozzi (Data Analysis and Decision Support, 2005)

Stochastic models for risk estimation in volatile markets: a survey. - Stoyan V. Stoyanov; Borjana Racheva-Iotova; Svetlozar T. Rachev; Frank J. Fabozzi (Ann. Oper. Res., 2010)

Sensitivity of portfolio VaR and CVaR to portfolio return characteristics. - Stoyan V. Stoyanov; Svetlozar T. Rachev; Frank J. Fabozzi (Ann. Oper. Res., 2013)

A New Set of Financial Instruments. - Abootaleb Shirvani; Stoyan V. Stoyanov; Svetlozar T. Rachev; Frank J. Fabozzi (Frontiers Appl. Math. Stat., 2020)