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American and European Options...
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Option pricing theory
44
Optionspreistheorie
44
Stochastischer Prozess
24
Stochastic process
22
Option trading
16
Optionsgeschäft
16
Theorie
16
Theory
16
Credit derivative
9
Kreditderivat
9
Real options analysis
8
Realoptionsansatz
8
Decision under uncertainty
6
Entscheidung unter Unsicherheit
6
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6
Suchtheorie
6
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6
Volatilität
6
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6
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6
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5
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4
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4
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4
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4
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4
barrier options
4
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3
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3
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3
Economy of time
3
Fourier transform
3
Game theory
3
Geldsubstitut
3
Intertemporal choice
3
Intertemporale Entscheidung
3
Kreditrisiko
3
Near money
3
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3
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3
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English
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Levendorskii, Sergei
49
Levendorskij, Sergej Z.
35
Boyarchenko, Svetlana
30
Bojarčenko, Svetlana I.
18
Boyarchenko, Mitya
6
Boyarchenko, Nina
3
de Innocentis, Marco
3
Cui, Zhenyu
2
Xie, Jiayao
2
Agapov, Stanislav
1
Barndorff-Nielsen, Ole E.
1
Boyarchenko, S. I.
1
Innocentis, Marco de
1
Kirkby, Justin
1
Kudryavtsev, Oleg
1
Kudryavtsev, Oleg E.
1
Kyrkby, J. Lars
1
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Centre for Analytical Finance <Århus>
2
Society for Economic Dynamics - SED
1
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
William Davidson Institute <Ann Arbor, Mich.>
1
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International journal of theoretical and applied finance
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
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3
Applied mathematical finance
2
Journal of mathematical economics
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
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1
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1
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1
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1
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1
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ECONIS (ZBW)
82
RePEc
2
Showing
1
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10
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84
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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
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:
3
American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
Saved in:
4
Optimal stopping made easy
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Journal of mathematical economics
43
(
2007
)
2
,
pp. 201-217
Persistent link: https://www.econbiz.de/10003463417
Saved in:
5
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:
6
Practical guide to real options in discrete time
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International economic review
48
(
2007
)
1
,
pp. 311-342
Persistent link: https://www.econbiz.de/10003446769
Saved in:
7
Exit problems in regime-switching models
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Journal of mathematical economics
44
(
2008
)
2
,
pp. 180-206
Persistent link: https://www.econbiz.de/10003709121
Saved in:
8
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:
9
Irreversible decisions under uncertainty : optimal stopping made easy
Bojarčenko, Svetlana I.
;
Bojarčenko, Svetlana I.
; …
-
2007
-
1. ed.
Persistent link: https://www.econbiz.de/10003494236
Saved in:
10
American options in Lévy models with stochastic interest rates
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
The journal of computational finance
12
(
2009
)
4
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009534611
Saved in:
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