S. T. Rachev

• A probability metrics approach to financial risk measures
• Approximation, probability, and related fields
• Bayesian methods in finance
• Financial econometrics
• Handbook of heavy tailed distributions in finance
• Mass transportation problems
• Probability and statistics for finance
• Probability metrics and the stability of stochastic models
• Duality theorems for Kantorovich-Rubinstein and Wasserstein functionals
• Financial models with Levy processes and volatility clustering
• Financial models with Lévy processes and volatility clustering