Stoyanov, S. V.; Rachev, S. T.; Fabozzi, F. J. Optimal financial portfolios. (English) Zbl 1151.91542 Appl. Math. Finance 14, No. 5, 401-436 (2007). MSC: 91B28 91B30 90C05 90C20 PDFBibTeX XMLCite \textit{S. V. Stoyanov} et al., Appl. Math. Finance 14, No. 5, 401--436 (2007; Zbl 1151.91542) Full Text: DOI
Menn, Christian; Rachev, Svetlozar T. A GARCH option pricing model with \(\alpha\)-stable innovations. (English) Zbl 1067.90120 Eur. J. Oper. Res. 163, No. 1, 201-209 (2005). MSC: 90B99 65C05 PDFBibTeX XMLCite \textit{C. Menn} and \textit{S. T. Rachev}, Eur. J. Oper. Res. 163, No. 1, 201--209 (2005; Zbl 1067.90120) Full Text: DOI
Rachev, Svetlozar T.; Römisch, Werner Quantitative stability in stochastic programming: the method of probability metrics. (English) Zbl 1082.90080 Math. Oper. Res. 27, No. 4, 792-818 (2002). MSC: 90C15 60B10 60E05 90C31 91B28 PDFBibTeX XMLCite \textit{S. T. Rachev} and \textit{W. Römisch}, Math. Oper. Res. 27, No. 4, 792--818 (2002; Zbl 1082.90080) Full Text: DOI Link
Rachev, Svetlozar; Tokat, Yesim Asset and liability management: Recent advances. (English) Zbl 0981.90034 Anastassiou, George (ed.), Handbook of analytic-computational methods in applied mathematics. Boca Raton, FL: Chapman & Hall/CRC. 859-908 (2000). MSC: 90B50 PDFBibTeX XMLCite \textit{S. Rachev} and \textit{Y. Tokat}, in: Handbook of analytic-computational methods in applied mathematics. Boca Raton, FL: Chapman \& Hall/CRC. 859--908 (2000; Zbl 0981.90034)
Rachev, S. T.; Rüschendorf, Ludger Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications. (English) Zbl 0990.60500 Springer Series in Statistics. Probability and its Applications. New York, NY: Springer; 0-387-98352-X (vol. 2)). xxv, 430 p. (vol. 1) xxv, 430 p. (vol. 2) (1998). MSC: 60-02 28-02 28A35 28C15 49K27 60B05 60B10 90C48 90B15 PDFBibTeX XMLCite \textit{S. T. Rachev} and \textit{L. Rüschendorf}, Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications. New York, NY: Springer (1998; Zbl 0990.60500)
Feldman, P.; Rachev, S. T.; Rüschendorf, L. Limiting distribution of the collision resolution interval. (English) Zbl 0947.60022 Stat. Neerl. 51, No. 1, 1-22 (1997). Reviewer: A.R.Dabrowski (Ottawa) MSC: 60F05 60K30 90B15 PDFBibTeX XMLCite \textit{P. Feldman} et al., Stat. Neerl. 51, No. 1, 1--22 (1997; Zbl 0947.60022) Full Text: DOI
Cuesta-Albertos, J. A.; Matrán, C.; Rachev, S. T.; Rüschendorf, L. Mass transportation problems in probability theory. (English) Zbl 0860.60083 Math. Sci. 21, No. 1, 34-72 (1996). Reviewer: L.Rüschendorf (Freiburg i.Br.) MSC: 60K30 90C08 PDFBibTeX XMLCite \textit{J. A. Cuesta-Albertos} et al., Math. Sci. 21, No. 1, 34--72 (1996; Zbl 0860.60083)
Rachev, S. T. (ed.); Römisch, W. (ed.) Stochastic programming: stability, numerical methods and applications. Papers presented at the GAMM/IFIP workshop held at Gosen, Germany, March 23-27, 1992. (English) Zbl 0819.00028 J. Comput. Appl. Math. 56, No. 1-2, 224 p. (1994). MSC: 00B25 65-06 90-06 90C15 PDFBibTeX XMLCite \textit{S. T. Rachev} (ed.) and \textit{W. Römisch} (ed.), J. Comput. Appl. Math. 56, No. 1--2, 224 p. (1994; Zbl 0819.00028) Full Text: DOI
Anastassiou, George; Rachev, Svetlozar T. Moment problems and their applications to the stability of queueing models. (English) Zbl 0760.60080 Comput. Math. Appl. 24, No. 8-9, 229-246 (1992). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{G. Anastassiou} and \textit{S. T. Rachev}, Comput. Math. Appl. 24, No. 8--9, 229--246 (1992; Zbl 0760.60080) Full Text: DOI
Rachev, S. T. Mass transshipment problems and ideal metrics. (English) Zbl 0725.60002 Numer. Funct. Anal. Optimization 12, No. 5-6, 563-574 (1991). Reviewer: S.T.Rachev (Santa Barbara) MSC: 60A10 90C05 90C90 PDFBibTeX XMLCite \textit{S. T. Rachev}, Numer. Funct. Anal. Optim. 12, No. 5--6, 563--574 (1991; Zbl 0725.60002) Full Text: DOI
Kalashnikov, V. V.; Rachev, S. T. Mathematical methods for construction of queueing models. Transl. from the Russian by L. Cannon. (English) Zbl 0709.60096 Wadsworth&Brooks/Cole Operations Research Series. Pacific Grove, CA: Wadsworth&Brooks/Cole Advanced Books&Software. xvi, 431 p. (1990). Reviewer: R.Schassberger MSC: 60K25 60-02 90B22 PDFBibTeX XMLCite \textit{V. V. Kalashnikov} and \textit{S. T. Rachev}, Mathematical methods for construction of queueing models. Transl. from the Russian by L. Cannon. Pacific Grove, CA: Wadsworth \&| Brooks/Cole Advanced Books\&| Software (1990; Zbl 0709.60096)
Rachev, S. T.; Shortt, R. M. Duality theorems for Kantorovich-Rubinstein and Wasserstein functionals. (English) Zbl 0716.60005 Diss. Math. 299, 35 p. (1990). Reviewer: J.Szulga MSC: 60B05 54E70 90C05 28A35 PDFBibTeX XML
Rüschendorf, L.; Rachev, S. T. A characterization of random variables with minimum \(L^ 2\)-distance. (English) Zbl 0688.62034 J. Multivariate Anal. 32, No. 1, 48-54 (1990). MSC: 62H05 62H20 46A55 90C25 PDFBibTeX XMLCite \textit{L. Rüschendorf} and \textit{S. T. Rachev}, J. Multivariate Anal. 32, No. 1, 48--54 (1990; Zbl 0688.62034) Full Text: DOI
Kalashnikov, V. V.; Rachev, S. T. Stability in the mean of the characterization of queueing models. (English. Russian original) Zbl 0663.90032 J. Sov. Math. 40, No. 4, 502-509 (1988); translation from Probl. Ustojch. Stokhasticheskikh Modelej 1985, 67-75 (1985). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{V. V. Kalashnikov} and \textit{S. T. Rachev}, J. Sov. Math. 40, No. 4, 502--509 (1988; Zbl 0663.90032); translation from Probl. Ustojch. Stokhasticheskikh Modelej 1985, 67--75 (1985) Full Text: DOI
Kalashnikov, V. V.; Rachev, S. T. Mathematical methods for the construction of stochastic queueing models. (Matematicheskie metody postroeniya stokhasticheskikh modelej obsluzhivaniya.) (Russian) Zbl 0714.60083 Moskva: Nauka. 312 p. R. 3.90 (1988). MSC: 60K25 60-02 90B22 PDFBibTeX XMLCite \textit{V. V. Kalashnikov} and \textit{S. T. Rachev}, Matematicheskie metody postroeniya stokhasticheskikh modelej obsluzhivaniya (Russian). Moskva: Nauka (1988; Zbl 0714.60083)
Rachev, S. T.; Yakolev, A. Yu. Some problems of the competing risks theory. (English) Zbl 0900.62530 Obretenov, A. (ed.), Fifth international summer school on probability theory and mathematical statistics, Varna, Bulgaria, September 16–28, 1985. Lecture Notes. Sofia: Publishing House of the Bulgarian Academy of Sciences, 171-187 (1988). MSC: 62N05 62P10 90B25 PDFBibTeX XMLCite \textit{S. T. Rachev} and \textit{A. Yu. Yakolev}, in: Fifth international summer school on probability theory and mathematical statistics, Varna, Bulgaria, September 16--28, 1985. Lecture Notes. Sofia: Publishing House of the Bulgarian Academy of Sciences. 171--187 (1988; Zbl 0900.62530)
Kalashnikov, V. V.; Rachev, S. T. Characterization of queues and its stability estimates. (English) Zbl 0651.60091 Probability theory and mathematical statistics, Proc. 4th Conf., Vilnius/USSR 1985, Vol. 2, 37-53 (1987). Reviewer: G.Falin MSC: 60K25 90B22 PDFBibTeX XML
Kalashnikov, V. V.; Rachev, S. T. Characterizations of inverse problems in queueing and their stability. (English) Zbl 0601.60094 J. Appl. Probab. 23, 459-473 (1986). Reviewer: N.U.Prabhu MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{V. V. Kalashnikov} and \textit{S. T. Rachev}, J. Appl. Probab. 23, 459--473 (1986; Zbl 0601.60094) Full Text: DOI
Kalashnikov, V. V.; Rachev, S. T. A characterization of queueing models and its stability. (English) Zbl 0596.60087 J. Sov. Math. 35, 2336-2360 (1986). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{V. V. Kalashnikov} and \textit{S. T. Rachev}, J. Sov. Math. 35, 2336--2360 (1986; Zbl 0596.60087) Full Text: DOI
Obretenov, A.; Dimitrov, B.; Rachev, S. Stability of the service process in a system of type M/M/1. (English) Zbl 0586.60093 J. Sov. Math. 32, 634-643 (1986). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{A. Obretenov} et al., J. Sov. Math. 32, 634--643 (1986; Zbl 0586.60093) Full Text: DOI
Kalashnikov, V. V.; Rachev, S. T. Characterization problems in queueing and their stability. (English) Zbl 0582.60084 Adv. Appl. Probab. 17, 868-886 (1985). Reviewer: E.A.van Doorn MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{V. V. Kalashnikov} and \textit{S. T. Rachev}, Adv. Appl. Probab. 17, 868--886 (1985; Zbl 0582.60084) Full Text: DOI
Kalashnikov, V. V.; Rachev, S. T. Characterization of queueing models and their stability. (Russian) Zbl 0571.60092 Problems of stability of stochastic models, Proc. Semin., Moskva 1984, 61-89 (1984). MSC: 60K25 90B22 PDFBibTeX XML
Obretenov, A.; Dimitrov, B.; Rachev, S. On the stability of the service process in a system of the type M/M/1. (Russian) Zbl 0557.60079 Problems of stability of stochastic models, Proc. Semin., Moskva 1983, 71-79 (1983). Reviewer: L.Podkaminer MSC: 60K25 90B22 PDFBibTeX XML