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Tsvetelin Zaevski
Tsvetelin Zaevski
Institute of Mathematics and Informatics, Bulgarian Academy of Sciences
Verified email at math.bas.bg
Title
Cited by
Cited by
Year
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
282014
Discounted perpetual game call options
TS Zaevski
Chaos, Solitons & Fractals 131, 109503, 2020
132020
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
112023
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
82023
A new approach for pricing discounted American options
TS Zaevski
Communications in Nonlinear Science and Numerical Simulation 97, 105752, 2021
82021
Discounted perpetual game put options
TS Zaevski
Chaos, Solitons & Fractals 137, 109858, 2020
82020
Perpetual game options with a multiplied penalty
TS Zaevski
Communications in Nonlinear Science and Numerical Simulation 85, 105248, 2020
82020
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
62023
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
62020
Two frameworks for pricing defaultable derivatives
TS Zaevski, O Kounchev, M Savov
Chaos, Solitons & Fractals 123, 309-319, 2019
62019
Some notes on the four-parameter Kies distribution
T Zaevski, N Kyurkchiev
Proceedings of the Bulgarian Academy of Sciences 75 (10), 1403-1409, 2022
52022
Pricing cancellable American put options on the finite time horizon
TS Zaevski
Journal of Futures Markets 42 (7), 1284-1303, 2022
52022
A new form of the early exercise premium for American type derivatives
TS Zaevski
Chaos, Solitons & Fractals 123, 338-340, 2019
52019
Early exercise boundary of an American put
TS Zaevski
Comptes rendus de l’Académie bulgare des Sciences 72 (6), 2019
42019
American strangle options with arbitrary strikes
TS Zaevski
Journal of Futures Markets 43 (7), 880-903, 2023
32023
Pricing discounted American capped options
TS Zaevski
Chaos, Solitons & Fractals 156, 111833, 2022
32022
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
32021
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
32018
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
12024
Perpetual cancellable American options with convertible features
T Zaevski
Modern Stochastics: Theory and Applications 10 (4), 367-395, 2023
12023
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