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~person:"Levendorskij, Sergej Z."
~subject:"Capital income"
~subject:"Option pricing theory"
~subject:"Stochastic process"
~subject:"USA"
~subject:"Unternehmensanleihe"
~subject:"Volatilität"
~subject:"Zinsstruktur"
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Capital income
Option pricing theory
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5
Optionspreistheorie
4
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barrier options
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Levendorskij, Sergej Z.
Rudebusch, Glenn D.
103
Christensen, Jens H. E.
65
Akram, Tanweer
62
Favero, Carlo A.
53
Bekaert, Geert
51
Wright, Jonathan H.
48
Wu, Jing Cynthia
47
Diebold, Francis X.
44
Monfort, Alain
44
Afonso, António
43
Chiarella, Carl
41
Hamilton, James D.
41
Krippner, Leo
41
Chernov, Mikhail
40
Campbell, John Y.
39
Caporale, Guglielmo Maria
38
Renne, Jean-Paul
38
Thornton, Daniel L.
38
Hördahl, Peter
37
Kim, Don H.
37
Mishkin, Frederic S.
36
Gollier, Christian
35
Kaminska, Iryna
35
Schlögl, Erik
35
Wei, Min
35
Sarno, Lucio
33
Dewachter, Hans
32
Friedman, Benjamin M.
32
Goldstein, Robert S.
32
Singleton, Kenneth J.
32
Filipović, Damir
31
Joshi, Mark S.
31
Gouriéroux, Christian
30
Jarrow, Robert A.
30
Meldrum, Andrew
30
Bauer, Michael D.
29
Lemke, Wolfgang
29
Fabozzi, Frank J.
27
Guidolin, Massimo
27
Jondeau, Eric
27
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Annals of finance
1
International journal of theoretical and applied finance
1
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ECONIS (ZBW)
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Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
2
The eigenfunction expansion method in multi-factor quadratic term structure models
Boyarchenko, Nina
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 503-539
Persistent link: https://www.econbiz.de/10003626604
Saved in:
3
On errors and bias of Fourier transform methods in quadratic term structure models
Boyarchenko, Nina
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 273-306
Persistent link: https://www.econbiz.de/10003441974
Saved in:
4
Consistency conditions for affine term structure models : II. option pricing under diffusions with embedded jumps
Levendorskij, Sergej Z.
- In:
Annals of finance
2
(
2006
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10003282260
Saved in:
5
Pseudodiffusions and quadratic term structure models
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 393-424
Persistent link: https://www.econbiz.de/10002983089
Saved in:
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