S. T. Rachev

Financial models with Levy processes and volatility clustering

A probability metrics approach to financial risk measures

Probability and statistics for finance

Financial models with Lévy processes and volatility clustering

Approximation, probability, and related fields

Financial econometrics

Handbook of heavy tailed distributions in finance

Bayesian methods in finance

Mass transportation problems

1998

Probability metrics and the stability of stochastic models

1991

Duality theorems for Kantorovich-Rubinstein and Wasserstein functionals