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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
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1
Pricing of the American put under Lévy processes
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 303-335
Persistent link: https://www.econbiz.de/10002111463
Saved in:
2
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:
3
Pricing of first touch digitals under normal inverse Gaussian processes
Kudryavtsev, Oleg
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 915-949
Persistent link: https://www.econbiz.de/10003380303
Saved in:
4
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:
5
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
Saved in:
6
Special issue on spectral methods in finance
Levendorskij, Sergej Z.
(
contributor
)
-
Spectral and Cubature Methods in Finance and …
-
2011
Persistent link: https://www.econbiz.de/10009407692
Saved in:
7
Preface: Spectral and cubature methods in finance and econometrics : an Interdisciplinary International Research Workshop University of Leicester, United Kingdom, 18 - 20 June 2009
Levendorskij, Sergej Z.
;
Mijatovi´c, Aleksandar
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 5-7
Persistent link: https://www.econbiz.de/10009408859
Saved in:
8
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:
9
Efficient pricing and reliable calibration in the Heston model
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-44
Persistent link: https://www.econbiz.de/10009685887
Saved in:
10
Option pricing for truncated Lévy processes
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 549-552
Persistent link: https://www.econbiz.de/10001524333
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