The Problem of Stability in Queueing Theory. - Svetlozar T. Rachev (Queueing Syst. Theory Appl., 1989)

Volume functions of historical texts and the amplitude correlation principle. - Anatoliy T. Fomenko; Svetlozar T. Rachev (Comput. Humanit., 1990)

Maximum Submatrix Traces for Positive Definite Matrices. - I. Olkin; Svetlozar T. Rachev (SIAM J. Matrix Anal. Appl., 1993)

Local prelimit theorems and their applications to finance. - Lev B. Klebanov; Svetlozar T. Rachev; M. Safarian (Appl. Math. Lett., 2000)

New Tendencies in Rating SMEs with Respect to Basel II. - Stefan Trück; Svetlozar T. Rachev; Thomas Link (Informatica, 2001)

Quantitative Stability in Stochastic Programming: The Method of Probability Metrics. - Svetlozar T. Rachev; Werner Römisch (Math. Oper. Res., 2002)

Time-Scale Transformations: Effects on VaR Models. - Fabio Lamantia; Sergio Ortobelli Lozza; Svetlozar T. Rachev (International Conference on Computational Science, 2004)

A GARCH option pricing model with alpha-stable innovations. - Christian Menn; Svetlozar T. Rachev (Eur. J. Oper. Res., 2005)

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)

Calibrated FFT-based density approximations for alpha. - Christian Menn; Svetlozar T. Rachev (Comput. Stat. Data Anal., 2006)

Modelling catastrophe claims with left-truncated severity distributions. - Anna Chernobai; Krzysztof Burnecki; Svetlozar T. Rachev; Stefan Trück; Rafal Weron (Comput. Stat., 2006)

Delta hedging strategies comparison. - Domenico De Giovanni; Sergio Ortobelli Lozza; Svetlozar T. Rachev (Eur. J. Oper. Res., 2008)

Smoothly truncated stable distributions, GARCH-models, and option pricing. - Christian Menn; Svetlozar T. Rachev (Math. Methods Oper. Res., 2009)

Introduction to special issue: studies in mathematical and empirical finance. - Svetlozar T. Rachev; Frank J. Fabozzi (Math. Methods Oper. Res., 2009)

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)

Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model. - Young Shin Kim; Rosella Giacometti; Svetlozar T. Rachev; Frank J. Fabozzi; Domenico Mignacca (Ann. Oper. Res., 2012)

On a Class of Distributions Stable Under Random Summation. - Lev B. Klebanov; Ashot V. Kakosyan; Svetlozar T. Rachev; Grigory Temnov (J. Appl. Probab., 2012)

An Application of Data Mining in Consumer Credit. - Markus Hoechstoetter; Abdolreza Nazemi; Svetlozar T. Rachev; Caslav Bozic (ICDM (Workshops), 2013)

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

Efficient global portfolios: Big data and investment universes. - John B. Guerard Jr.; Svetlozar T. Rachev; Barret Pengyuan Shao (IBM J. Res. Dev., 2013)

Tempered stable Ornstein- Uhlenbeck processes: A practical view. - Michele Leonardo Bianchi; Svetlozar T. Rachev; Frank J. Fabozzi (Commun. Stat. Simul. Comput., 2017)

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

Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models. - Nuerxiati Abudurexiti; Kai He; Dongdong Hu; Svetlozar T. Rachev; Hasanjan Sayit; Ruoyu Sun 007 (Ann. Oper. Res., 2024)

Alternatives to classical option pricing. - W. Brent Lindquist; Svetlozar T. Rachev (Ann. Oper. Res., 2025)