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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
242014
Discounted perpetual game call options
TS Zaevski
Chaos, Solitons & Fractals 131, 109503, 2020
92020
Perpetual game options with a multiplied penalty
TS Zaevski
Communications in Nonlinear Science and Numerical Simulation 85, 105248, 2020
62020
Two frameworks for pricing defaultable derivatives
TS Zaevski, O Kounchev, M Savov
Chaos, Solitons & Fractals 123, 309-319, 2019
62019
Discounted perpetual game put options
TS Zaevski
Chaos, Solitons & Fractals 137, 109858, 2020
52020
A new approach for pricing discounted American options
TS Zaevski
Communications in Nonlinear Science and Numerical Simulation 97, 105752, 2021
42021
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
42020
A new form of the early exercise premium for American type derivatives
TS Zaevski
Chaos, Solitons & Fractals 123, 338-340, 2019
42019
Early exercise boundary of an American put
TS Zaevski
CR Acad. Bulg. Sci 72 (6), 720-726, 2019
42019
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
Some Notes on the Four-parameter Kies Distribution
T Zaevski, N Kyurkchiev
Proceedings of the Bulgarian Academy of Sciences 75 (10), 1403-1409, 2022
12022
Pricing cancellable American put options on the finite time horizon
TS Zaevski
Journal of Futures Markets 42 (7), 1284-1303, 2022
12022
Pricing discounted American capped options
TS Zaevski
Chaos, Solitons & Fractals 156, 111833, 2022
12022
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
12021
Spectral clustering of multidimensional genetic data
T Zaevski, O Kounchev, D Palejev, E Stoimenova
Annual of Sofia University “St. Kliment Ohridski”. Faculty of Mathematics …, 2017
12017
Changing the Probability Measure for the Ito-Levy Processes.
TS Zaevski
Journal of Concrete & Applicable Mathematics 5 (4), 2007
2007
Changing the probability measure for the Itˆo-L´evy processes
TS Zaevski
Journal of Concrete and Applicable Mathematics 5 (4), 299–322, 2007
2007
A MODIFIED THREE–PARAMETER KIES CUMULATIVE DISTRIBUTION FUNCTION IN THE LIGHT OF REACTION NETWORK ANALYSIS
N Kyurkchiev, T Zaevski, A Iliev, A Rahnev
Stochastic times and defautable derivatives
TS Zaevski, O Kounchev
Conference Proceedings and Abstracts, 56, 0
Spectral clustering of Big Data in genetics: applications to RNA-seq data
T Zaevski, O Kunchev, D Palejev, E Stoimenova
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