Ivilina Popova

Jackknife Estimators for Reducing Bias in Asset Allocation

David P. Morton, Amit Partani, Ivilina Popova, 2006, Proceedings of the 2006 Winter Simulation Conference.

Simulating cointegrated time series

David P. Morton, Alexander Galenko, Elmira Popova, 2009, Proceedings of the 2009 Winter Simulation Conference (WSC).

Stochastic Optimization for Long Term Capital Structures, Systems, and Components Refurbishment and Replacement

Diego Mandelli, Stephen M. Hess, David P. Morton, 2020 .

Trading in the Presence of Cointegration

Alexander Galenko, Elmira Popova, Ivilina Popova, 2012 .

On Bounding Option Prices in Paretian Stable Markets

Ivilina Popova, Peter Ritchken, 1998 .

Option pricing under regime switching

Peter H. Ritchken, Jin-Chuan Duan, Ivilina Popova, 2002 .

Option pricing bounds in an a α stable security market

Peter H. Ritchken, Ivilina Popova, W. Woyczynski, 1997 .