Perpetual cancellable American options with convertible features von Zaevski, Tsvetelin

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On the American style futures contracts von Zaevski, Tsvetelin

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A new approach for pricing discounted American options von Zaevski, Tsvetelin S.

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American strangle options with arbitrary strikes von Zaevski, Tsvetelin S.

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Pricing cancellable American put options on the finite time horizon von Zaevski, Tsvetelin S.

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Perpetual game options with a multiplied penalty von Zaevski, Tsvetelin S.

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Quadratic American Strangle Options in Light of Two-Sided Optimal Stopping Problems von Zaevski, Tsvetelin S.

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On some generalized American style derivatives von Zaevski, Tsvetelin S.

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On some composite Kies families: distributional properties and saturation in Hausdorff sense von Zaevski, Tsvetelin, Kyurkchiev, Nikolay

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From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures von Zaevski, Tsvetelin S., Nedeltchev, Dragomir C.

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On min- and max-Kies families: distributional properties and saturation in Hausdorff sense von Zaevski, Tsvetelin, Kyurkchiev, Nikolay

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Modeling of Some Classes of Extended Oscillators: Simulations, Algorithms, Generating Chaos, and Open Problems von Kyurkchiev, Nikolay, Zaevski, Tsvetelin, Iliev, Anton, Kyurkchiev, Vesselin, Rahnev, Asen

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Nonlinear Dynamics of a New Class of Micro-Electromechanical Oscillators—Open Problems von Kyurkchiev, Nikolay, Zaevski, Tsvetelin, Iliev, Anton, Kyurkchiev, Vesselin, Rahnev, Asen

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Generating Chaos in Dynamical Systems: Applications, Symmetry Results, and Stimulating Examples von Kyurkchiev, Nikolay, Zaevski, Tsvetelin, Iliev, Anton, Kyurkchiev, Vesselin, Rahnev, Asen

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Notes on Modified Planar Kelvin–Stuart Models: Simulations, Applications, Probabilistic Control on the Perturbations von Kyurkchiev, Nikolay, Zaevski, Tsvetelin, Iliev, Anton, Kyurkchiev, Vesselin, Rahnev, Asen

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Dynamics of Some Perturbed Morse-Type Oscillators: Simulations and Applications von Kyurkchiev, Nikolay, Zaevski, Tsvetelin, Iliev, Anton, Branzov, Todor, Kyurkchiev, Vesselin, Rahnev, Asen

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Discounted perpetual game call options von Zaevski, Tsvetelin S.

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Pricing discounted American capped options von Zaevski, Tsvetelin S.

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Discounted perpetual game put options von Zaevski, Tsvetelin S.

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Option pricing under stochastic volatility and tempered stable Lévy jumps von Zaevski, Tsvetelin S., Kim, Young Shin, Fabozzi, Frank J.

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