| Modelling crypto asset price dynamics, optimal crypto portfolio, and crypto option valuation Y Hu, ST Rachev, FJ Fabozzi arXiv preprint arXiv:1908.05419, 2019 | 8 | 2019 |
| Option pricing with mixed lévy subordinated price process and implied probability weighting function A Shirvani, Y Hu, ST Rachev, FJ Fabozzi The Journal of Derivatives 28 (2), 47-58, 2020 | 4 | 2020 |
| Portfolio optimization constrained by performance attribution Y Hu, WB Lindquist, ST Rachev Journal of Risk and Financial Management 14 (5), 201, 2021 | 3 | 2021 |
| Mixed levy subordinated market model and implied probability weighting function A Shirvani, Y Hu, S Rachev, F Fabozzi arXiv preprint arXiv:1910.05902, 2019 | 3 | 2019 |
| 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 23 (06), 2050037, 2020 | 2 | 2020 |
| Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets Y Hu, WB Lindquist, FJ Fabozzi The Journal of Alternative Investments 24 (1), 75-93, 2021 | 1 | 2021 |
| 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 | 1 | 2020 |
| 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 | | 2022 |
Svetlozar RachevProfessor of Applied MathematicsVerified email at ttu.edu
