| Publication | Date of Publication | Type |
|---|
Pricing finite maturity game call options with convertible features
Communications in Statistics. Simulation and Computation | 2026-09-24 | Paper |
On the put-call duality of the game options
Mathematical Modelling and Analysis | 2026-07-22 | Paper |
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 |
On some mixtures of the Kies distribution
(available as arXiv preprint) | 2024-01-01 | 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 for the first hitting time of a Brownian motion | 2021-10-04 | Paper |
| Laplace transforms of the Brownian motion's first exit from a strip | 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 |
