| Option pricing under stochastic volatility and tempered stable Lévy jumps TS Zaevski, YS Kim, FJ Fabozzi International Review of Financial Analysis 31, 101-108, 2014 | 28 | 2014 |
| Discounted perpetual game call options TS Zaevski Chaos, Solitons & Fractals 131, 109503, 2020 | 13 | 2020 |
| On a hypothetical oscillator: investigations in the light of the Melnikov’s approach, some simulations N Kyurkchiev, T Zaevski International Journal of Differential Equations and Applications 22 (1), 67-79, 2023 | 11 | 2023 |
| From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures TS Zaevski, DC Nedeltchev International Review of Financial Analysis 87, 102645, 2023 | 8 | 2023 |
| A new approach for pricing discounted American options TS Zaevski Communications in Nonlinear Science and Numerical Simulation 97, 105752, 2021 | 8 | 2021 |
| Discounted perpetual game put options TS Zaevski Chaos, Solitons & Fractals 137, 109858, 2020 | 8 | 2020 |
| Perpetual game options with a multiplied penalty TS Zaevski Communications in Nonlinear Science and Numerical Simulation 85, 105248, 2020 | 8 | 2020 |
| On some composite Kies families: distributional properties and saturation in Hausdorff sense T Zaevski, N Kyurkchiev Modern Stochastics: Theory and Applications 10 (3), 287-312, 2023 | 7 | 2023 |
| Laplace transforms for the first hitting time of a Brownian motion T Zaevski Comptes rendus de l'Académie bulgare des Sciences 73 (7), 934-941, 2020 | 6 | 2020 |
| Two frameworks for pricing defaultable derivatives TS Zaevski, O Kounchev, M Savov Chaos, Solitons & Fractals 123, 309-319, 2019 | 6 | 2019 |
| Some notes on the four-parameter Kies distribution T Zaevski, N Kyurkchiev Proceedings of the Bulgarian Academy of Sciences 75 (10), 1403-1409, 2022 | 5 | 2022 |
| Pricing cancellable American put options on the finite time horizon TS Zaevski Journal of Futures Markets 42 (7), 1284-1303, 2022 | 5 | 2022 |
| A new form of the early exercise premium for American type derivatives TS Zaevski Chaos, Solitons & Fractals 123, 338-340, 2019 | 5 | 2019 |
| Early exercise boundary of an American put TS Zaevski Comptes rendus de l’Académie bulgare des Sciences 72 (6), 2019 | 4 | 2019 |
| American strangle options with arbitrary strikes TS Zaevski Journal of Futures Markets 43 (7), 880-903, 2023 | 3 | 2023 |
| Pricing discounted American capped options TS Zaevski Chaos, Solitons & Fractals 156, 111833, 2022 | 3 | 2022 |
| Laplace Transforms of the Brownian Motion’s Fists Exit from a Strip TS Zaevski Comptes rendus de l’Académie bulgare des Science 74 (5), 669-676, 2021 | 3 | 2021 |
| A jump moment as a stopping time and defaultable derivatives TS Zaevski, O Kounchev Comptes rendus de l’Académie bulgare des Sciences 71 (9), 2018 | 3 | 2018 |
| Nonlinear Dynamics of a New Class of Micro-Electromechanical Oscillators—Open Problems N Kyurkchiev, T Zaevski, A Iliev, V Kyurkchiev, A Rahnev Symmetry 16 (2), 253, 2024 | 1 | 2024 |
| Perpetual cancellable American options with convertible features T Zaevski Modern Stochastics: Theory and Applications 10 (4), 367-395, 2023 | 1 | 2023 |
