S
Zodix
Study
Academic Library
Search
Shelves
Open access
Sign in
Search or jump to…
⌘K
Tsvetelin Zaevski · Study
Home
/
Author
Tsvetelin Zaevski
4 works
· latest 2023
· 2 institutions
cluster: provisional
ORCID 0000-0002-1118-4189
Follow
Suggest an ORCID correction
h-index
4
i10
4
Citations
95
Works here
4
13
19
21
23
Most cited in this library
From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures
2023 · 29 citations
Option pricing under stochastic volatility and tempered stable Lévy jumps
2013 · 26 citations
Discounted perpetual game call options
2019 · 21 citations
A new approach for pricing discounted American options
2021 · 19 citations
Works
4 shown
From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures
International Review of Financial Analysis
·
2023
·
2 authors
·
Open access
29
citations
A new approach for pricing discounted American options
Communications in Nonlinear Science and Numerical Simulation
·
2021
·
1 author
19
citations
Discounted perpetual game call options
Chaos Solitons & Fractals
·
2019
·
1 author
21
citations
Option pricing under stochastic volatility and tempered stable Lévy jumps
International Review of Financial Analysis
·
2013
·
3 authors
26
citations