1. A new form of the early exercise premium for American type derivatives. (June 2019) Authors: Zaevski, Tsvetelin S. Journal: Chaos, solitons and fractals Issue: Volume 123(2019) Page Start: 338 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Discounted perpetual game call options. (February 2020) Authors: Zaevski, Tsvetelin S. Journal: Chaos, solitons and fractals Issue: Volume 131(2020) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Discounted perpetual game put options. (August 2020) Authors: Zaevski, Tsvetelin S. Journal: Chaos, solitons and fractals Issue: Volume 137(2020) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Pricing cancellable American put options on the finite time horizon. Issue 7 (19th April 2022) Authors: Zaevski, Tsvetelin S. Journal: Journal of futures markets Issue: Volume 42:Issue 7(2022) Page Start: 1284 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Pricing discounted American capped options. (March 2022) Authors: Zaevski, Tsvetelin S. Journal: Chaos, solitons and fractals Issue: Volume 156(2022) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Two frameworks for pricing defaultable derivatives. (June 2019) Authors: Zaevski, Tsvetelin S.; Kounchev, Ognyan; Savov, Mladen Journal: Chaos, solitons and fractals Issue: Volume 123(2019) Page Start: 309 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗