Concepedia

Georgi Mitov

GM

Statistics

Publications

3

Citations

74

H-Index

3

Active since

2009

Affiliations

Institute of Mathematics and Informatics(Current)

Georgi Mitov is an author at Institute of Mathematics and Informatics specializing in business, finance, and stochastic processes.

Publications per year

2009–2015

3

Publications

3

Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz

Georg Mainik, Georgi Mitov, Ludger Rüschendorf · Journal of Empirical Finance · 2015 · 44 citations · Full text

, , +16

BARRIER OPTION PRICING BY BRANCHING PROCESSES

Georgi Mitov, Svetlozar T. Rachev, Young Shin Kim et al. · International Journal of Theoretical and Applied Finance · 2009 · 18 citations

, , +13

Critical randomly indexed branching processes

Georgi Mitov, Kosto V. Mitov, Nikolay M. Yanev · Statistics & Probability Letters · 2009 · 12 citations · Full text

, , +11

1–3 of 3