| Multiple Subordinated Modeling of Asset Returns: Implications for Option Pricing A Shirvani, ST Rachev, FJ Fabozzi Econometric Reviews, 1-30, 2020 | 21* | 2020 |
| A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index A Shirvani, D Volchenkov Journal of Vibration Testing and System Dynamics 3 (3), 297-311, 2019 | 16 | 2019 |
| Equity premium puzzle or faulty economic modelling? A Shirvani, SV Stoyanov, FJ Fabozzi, ST Rachev Review of Quantitative Finance and Accounting 56, 1329-1342, 2021 | 13 | 2021 |
| Stock Returns and Roughness Extreme Variations: A New Model for Monitoring 2008 Market Crash and 2015 Flash Crash A Shirvani Applied Economics and Finance 7 (3), 78-95, 2020 | 13 | 2020 |
| Option Pricing with Greed and Fear Factor: The Rational Finance Approach A Shirvani, FJ Fabozzi, B Racheva-Iotova, S Rachev Journal of Derivatives, 2021 | 11* | 2021 |
| Option pricing with mixed lévy subordinated price process and implied probability weighting function A Shirvani, Y Hu, ST Rachev, FJ Fabozzi Journal of Derivatives, 2020 | 9* | 2020 |
| A Socioeconomic Well-Being Index AA Trindade, A Shirvani, X Ma Applied Economics and Finance 7 (4), 48-62, 2020 | 7 | 2020 |
| Behavioral Finance--Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach S Rachev, S Stoyanov, S Mittnik, FJ Fabozzi, A Shirvani http://dx.doi.org/10.2139/ssrn.3531387, 2017 | 7 | 2017 |
| A natural disasters index T Mahanama, A Shirvani, S Rachev Environmental Economics and Policy Studies 24 (2), 263-284, 2022 | 5 | 2022 |
| Option pricing incorporating factor dynamics in complete markets Y Hu, A Shirvani, WB Lindquist, FJ Fabozzi, ST Rachev Journal of Risk and Financial Management 13 (12), 321, 2020 | 5 | 2020 |
| Option pricing in an investment risk-return setting SV Stoyanov, ST Rachev, A Shirvani, FJ Fabozzi Applied Economics 54 (14), 1625-1638, 2022 | 4* | 2022 |
| Option Pricing in Markets with Informed Traders Y Hu, A Shirvani, S Stoyanov, YS Kim, FJ Fabozzi, ST Rachev International Journal of Theoretical and Applied Finance, 2020 | 4 | 2020 |
| A New Set of Financial Instruments A Shirvani, SV Stoyanov, ST Rachev, FJ Fabozzi Frontiers in Applied Mathematics and Statistics 6, 60, 2020 | 3 | 2020 |
| A rational finance explanation of the stock predictability puzzle A Shirvani, ST Rachev, FJ Fabozzi arXiv preprint arXiv:1911.02194, 2019 | 3 | 2019 |
| Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis Y Hu, WB Lindquist, ST Rachev, A Shirvani, FJ Fabozzi Journal of Economic Dynamics and Control 137, 104345, 2022 | 2 | 2022 |
| Reconciling Behavioral Finance and Rational Finance A Shirvani, FJ Fabozzi, B Racheva-Iotova Available at SSRN 3552403, 2020 | 2 | 2020 |
| Bitcoin volatility and intrinsic time using double subordinated Lévy processes A Shirvani, S Mittnik, WB Lindquist, ST Rachev arXiv preprint arXiv:2109.15051, 2021 | 1 | 2021 |
| Global Index on Financial Losses due to Crime in the United States T Mahanama, A Shirvani, S Rachev Journal of Risk and Financial Management 14 (7), 315, 2021 | 1 | 2021 |
| Rational Finance Approach to Behavioral Option Pricing J Dai, A Shirvani, FJ Fabozzi https://arxiv.org/abs/2005.05310, 2020 | 1 | 2020 |
| Choosing the Right Return Distribution and the Excess Volatility Puzzle A Shirvani, FJ Fabozzi arXiv preprint arXiv:2001.08865, 2020 | 1 | 2020 |
Svetlozar RachevProfessor of Applied MathematicsVerified email at ttu.edu
