Tsvetelin Zaevski

Statistics

Publications

Citations

143

H-Index

Active since

2013

Affiliations

Institute of Mathematics and Informatics(Current)

Bulgarian Academy of Sciences

Plovdiv University

Sofia University "St. Kliment Ohridski"

Tsvetelin Zaevski is an author at Institute of Mathematics and Informatics specializing in financial economics, option pricing, and option pricing models.

ORCID

Publications per year

2013–2024

Publications

Option pricing under stochastic volatility and tempered stable Lévy jumps

Tsvetelin Zaevski, Young Shin Kim, Frank J. Fabozzi · International Review of Financial Analysis · 2013 · 25 citations

Engineering, Finance, Mathematics +16

Discounted perpetual game call options

Tsvetelin Zaevski · Chaos Solitons & Fractals · 2019 · 21 citations

Management, Economics, Financial Management +10

From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures

Tsvetelin Zaevski, Dragomir C. Nedeltchev · International Review of Financial Analysis · 2023 · 21 citations · Full text

Management, Finance, Risk Management +16

A new approach for pricing discounted American options

Tsvetelin Zaevski · Communications in Nonlinear Science and Numerical Simulation · 2021 · 19 citations

Business, Economics, Finance +12

Discounted perpetual game put options

Tsvetelin Zaevski · Chaos Solitons & Fractals · 2020 · 12 citations

Business, Business Economics, Economics +11

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