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. 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) ↗