| Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz G Mainik, G Mitov, L Rüschendorf Journal of Empirical Finance 32, 115-134, 2015 | 50 | 2015 |
| Barrier option pricing by branching processes GK Mitov, ST Rachev, YS Kim, FJ Fabozzi International Journal of Theoretical and Applied Finance 12 (07), 1055-1073, 2009 | 34 | 2009 |
| Critical randomly indexed branching processes GK Mitov, KV Mitov, NM Yanev Statistics & probability letters 79 (13), 1512-1521, 2009 | 19 | 2009 |
| Limit theorems for critical randomly indexed branching processes KV Mitov, GK Mitov, NM Yanev Workshop on Branching Processes and Their Applications, 95-108, 2010 | 15 | 2010 |
| Option pricing by branching process G Mitov, K Mitov Pliska Studia Mathematica Bulgarica 18 (1), 213p-224p, 2007 | 15 | 2007 |
| Subcritical randomly indexed branching processes K V Mitov, G K Mitov Pliska Studia Mathematica Bulgarica 20 (1), 155p-168p, 2011 | 12 | 2011 |
| Randomly indexed branching processes GK Mitov, KV Mitov Proceedings of the 35th Spring Conference of UBM, 275-281, 2006 | 12 | 2006 |
| Randomly indexed Bienaime-Galton-Watson branching processes GK Mitov, G Mitov Talk given on the Conference “Stochastic modeling in population dynamics”, April, 0 | 1 | |
| Risk Estimation for GARCH Processes with Heavy-Tailed Innovations S Prohl, GK Mitov, S Rachev, FJ Fabozzi, A Kim Available at SSRN 3312569, 2011 | | 2011 |
| On the number of renewals in random time E Omey, GK Mitov, KV Mitov Statistics & probability letters 79 (21), 2281-2288, 2009 | | 2009 |
| Limit Theorems for Random-time Indexed Branching Processes G Mitov, K Mitov, N Yanev COMPTES RENDUS DE L ACADEMIE BULGARE DES SCIENCES 62 (6), 671-676, 2009 | | 2009 |
| HUB RESEARCH PAPER 2008/37. SEPTEMBER 2008 E Omey, GK Mitov, KV Mitov | | 2008 |
| An Estimate of the Probability Pr (X< Y) S Nadarajah, GK Mitov, KV Mitov Pliska Studia Mathematica Bulgarica 16 (1), 159p-170p, 2004 | | 2004 |
