Tsvetelin S. Zaevski

Available identifiers

Publication	Date of Publication	Type
On min- and max-Kies families: distributional properties and saturation in Hausdorff sense	2024-08-06	Paper
On the American style futures contracts	2024-05-29	Paper
On some generalized American style derivatives	2024-05-14	Paper
Perpetual cancellable American options with convertible features	2023-11-16	Paper
On some composite Kies families: distributional properties and saturation in Hausdorff sense	2023-08-02	Paper
Some Notes on the Four-parameter Kies Distribution	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
https://portal.mardi4nfdi.de/entity/Q4994209	2021-06-17	Paper
A new approach for pricing discounted American options	2021-03-16	Paper
Two frameworks for pricing defaultable derivatives	2020-12-02	Paper
A new form of the early exercise premium for American type derivatives	2020-12-02	Paper
Perpetual game options with a multiplied penalty	2020-10-15	Paper
Early Exercise Boundary of an American Put	2019-11-22	Paper
https://portal.mardi4nfdi.de/entity/Q4627224	2019-03-07	Paper
Itô-Lévy processes	2007-09-11	Paper
Changing the probability measure for the Itô-Lévy processes	2007-09-11	Paper

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