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THE EIGENFUNCTION EXPANSION METHOD IN MULTI-FACTOR QUADRATIC TERM STRUCTURE MODELS
Boyarchenko, Nina; Levendorskii, Sergei - In: Mathematical finance : an international journal of … 17 (2007) 4, pp. 503-540
Persistent link: https://www.econbiz.de/10008221612
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Fast pricing and calculation of sensitivities of out-of-the-money European options under Lévy processes
Levendorskii, Sergei; Xie, Jiayao - In: The journal of computational finance 15 (2012) 3, pp. 71-135
Persistent link: https://www.econbiz.de/10009968211
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PRACTICAL GUIDE TO REAL OPTIONS IN DISCRETE TIME
Boyarchenko, Svetlana; Levendorskii, Sergei - In: International economic review 48 (2007) 1, pp. 311-342
Persistent link: https://www.econbiz.de/10007595747
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Ambiguity shifts and the 2007–2008 financial crisis
Boyarchenko, Nina - In: Journal of monetary economics 59 (2012) 5, pp. 493-508
Persistent link: https://www.econbiz.de/10010011487