American strangle options with arbitrary strikes
TS Zaevski - Journal of Futures Markets, 2023 - Wiley Online Library
The so‐called American strangle options are examined in this paper. Their main
characteristic is the combined put and call feature. The holder has the right to exercise …
characteristic is the combined put and call feature. The holder has the right to exercise …
On some generalized American style derivatives
TS Zaevski - Computational and Applied Mathematics, 2024 - Springer
The aim of this paper is to examine some American style financial instruments with
generalized payment structures, in particular for the power functions. We first prove several …
generalized payment structures, in particular for the power functions. We first prove several …
Quadratic American Strangle Options in Light of Two-Sided Optimal Stopping Problems
TS Zaevski - Mathematics, 2024 - mdpi.com
The aim of this paper is to examine some American-style financial instruments that lead to
two-sided optimal hitting problems. We pay particular attention to derivatives that are similar …
two-sided optimal hitting problems. We pay particular attention to derivatives that are similar …
On the American style futures contracts
T Zaevski - Croatian Operational Research Review, 2024 - hrcak.srce.hr
There is a large number of sources devoted to the American style options. On the other
hand, the American futures contracts are understudied in the scientific literature. This …
hand, the American futures contracts are understudied in the scientific literature. This …
[HTML][HTML] Perpetual cancellable American options with convertible features
T Zaevski - Modern Stochastics: Theory and Applications, 2023 - vmsta.org
The major characteristic of the cancellable American options is the existing writer's right to
cancel the contract prematurely paying some penalty amount. The main purpose of this …
cancel the contract prematurely paying some penalty amount. The main purpose of this …
[PDF][PDF] AN APPROACH FOR PRICING AMERICAN-STYLE DERIVATIVES
TS Zaevski - math.bas.bg
Derivatives are one of the most important instruments against the financial risks. They are
based on some underlying object which can be a single asset, portfolio of assets, financial …
based on some underlying object which can be a single asset, portfolio of assets, financial …