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Search: person:"Levendorskiǐ, Sergei Z."
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Option pricing theory
21
Optionspreistheorie
21
Stochastischer Prozess
18
Stochastic process
16
Theorie
13
Theory
13
Real options analysis
7
Realoptionsansatz
7
Option trading
6
Optionsgeschäft
6
Wiener-Hopf factorization
5
Yield curve
5
Zinsstruktur
5
Decision under uncertainty
4
Entscheidung unter Unsicherheit
4
Lévy processes
4
Search theory
4
Suchtheorie
4
Volatility
4
Volatilität
4
barrier options
4
Economy of time
3
Fourier transform
3
Geldsubstitut
3
Near money
3
Statistical distribution
3
Statistische Verteilung
3
Zeitökonomie
3
credit default swaps
3
parabolic inverse Laplace transform
3
Barter economy
2
Black-Scholes model
2
Black-Scholes-Modell
2
Credit derivative
2
Derivat
2
Derivative
2
Entscheidung bei Unsicherheit
2
Heston model
2
Interest rate
2
Kreditderivat
2
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10
Free
2
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Article
31
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9
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Article in journal
27
Aufsatz in Zeitschrift
27
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
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English
38
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2
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Levendorskij, Sergej Z.
35
Bojarčenko, Svetlana I.
19
Boyarchenko, Mitya
2
Boyarchenko, Nina
2
Svetlana, Boyarchenko
2
Z, Levendorskii Sergei
2
Agapov, Stanislav
1
Barndorff-Nielsen, Ole E.
1
Boyarchchenko, Svetlana
1
Boyarchenko, S. I.
1
Boyarchenko, Svetlana
1
Cui, Zhenyu
1
Innocentis, Marco de
1
Kudryavtsev, Oleg
1
Kyrkby, J. Lars
1
Levendorskii, Sergei Z
1
Levendorskii, Sergei Z.
1
Levendorskiǐ, Sergei Z.
1
Mijatovi´c, Aleksandar
1
Pistorius, Martijn
1
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Institution
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Centre for Analytical Finance <Århus>
2
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
William Davidson Institute <Ann Arbor, Mich.>
1
Published in...
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International journal of theoretical and applied finance
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Working paper / EERC
3
Applied mathematical finance
2
Journal of mathematical economics
2
The B.E. Journal of Theoretical Economics
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Annals of finance
1
Contributions in Theoretical Economics
1
Contributions to theoretical economics
1
Finance and stochastics
1
Games and economic behavior
1
International economic review
1
Models of investment under uncertainty when shocks are non-Gaussian
1
Project flexibility, agency, and competition : new developments in the theory and application of real options
1
SpringerLink / Bücher
1
Studies in Economic Theory
1
Studies in economic theory
1
The journal of computational finance
1
William Davidson Institute working papers series
1
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ECONIS (ZBW)
37
RePEc
2
Other ZBW resources
1
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1
Sinh-acceleration for B-spline projection with option pricing applications
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012887408
Saved in:
2
Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012019776
Saved in:
3
Ultra-fast pricing barrier options and CDSs
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734044
Saved in:
4
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:
5
Pitfalls of the fourier transform method in affine models, and remedies
Levendorskij, Sergej Z.
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 81-134
Persistent link: https://www.econbiz.de/10011546994
Saved in:
6
Method of paired contours and pricing barrier options and CDSs of long maturities
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-58
Persistent link: https://www.econbiz.de/10010437194
Saved in:
7
Preemption games under Lévy uncertainty
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Games and economic behavior
88
(
2014
),
pp. 354-380
Persistent link: https://www.econbiz.de/10011292563
Saved in:
8
Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009756073
Saved in:
9
American options in the Heston model with stochastic interest rate and its generalizations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 26-49
Persistent link: https://www.econbiz.de/10009737181
Saved in:
10
Valuation of continuously monitored double barrier options and related securities
Boyarchenko, Mitya
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 419-444
Persistent link: https://www.econbiz.de/10009613187
Saved in:
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