Tsvetelin S. Zaevski

MaRDI QIDQ2204528zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On the impact of the penalty on the cancellable American options Modern Stochastics. Theory and Applications	2025-12-16	Paper
On some mixtures of the Kies distribution Hacettepe Journal of Mathematics and Statistics	2025-11-04	Paper
Moment generating function of the averaged log-returns in the Heston's stochastic volatility model Doklady Bolgarskoĭ Akademii Nauk	2025-09-26	Paper
Some limits for the Laplace transform of the Brownian motion's first hit to a linear function Serdica Mathematical Journal	2025-04-01	Paper
On min- and max-Kies families: distributional properties and saturation in Hausdorff sense Modern Stochastics. Theory and Applications	2024-08-06	Paper
On the American style futures contracts Croatian Operational Research Review (CRORR)	2024-05-29	Paper
On some generalized American style derivatives Computational and Applied Mathematics	2024-05-14	Paper
Perpetual cancellable American options with convertible features Modern Stochastics. Theory and Applications	2023-11-16	Paper
On some composite Kies families: distributional properties and saturation in Hausdorff sense Modern Stochastics. Theory and Applications	2023-08-02	Paper
Some Notes on the Four-parameter Kies Distribution Proceedings of the Bulgarian Academy of Sciences	2023-03-10	Paper
Laplace transforms of the Brownian motion's first exit from a strip	2021-10-04	Paper
Laplace transforms for the first hitting time of a Brownian motion	2021-10-04	Paper
Spectral clustering of multidimensional genetic data	2021-06-17	Paper
A new approach for pricing discounted American options Communications in Nonlinear Science and Numerical Simulation	2021-03-16	Paper
Two frameworks for pricing defaultable derivatives Chaos, Solitons and Fractals	2020-12-02	Paper
A new form of the early exercise premium for American type derivatives Chaos, Solitons and Fractals	2020-12-02	Paper
Perpetual game options with a multiplied penalty Communications in Nonlinear Science and Numerical Simulation	2020-10-15	Paper
Early exercise boundary of an American put	2019-11-22	Paper
A jump moment as a stopping time and defaultable derivatives	2019-03-07	Paper
Itô-Lévy processes	2007-09-11	Paper
Changing the probability measure for the Itô-Lévy processes	2007-09-11	Paper

Research outcomes over time

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