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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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Exit problems in regime-switching models
Boyarchenko, Svetlana; Levendorskiĭ, Sergei - In: Journal of mathematical economics 44 (2008) 2, pp. 180-206
Persistent link: https://www.econbiz.de/10007894639
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Optimal stopping made easy
Boyarchenko, Svetlana; Levendorskiiˇ, Sergei - In: Journal of mathematical economics 43 (2007) 2, pp. 201-217
Persistent link: https://www.econbiz.de/10007596891
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American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations
Boyarchenko, Svetlana; Levendorski, Sergei - In: Applied mathematical finance 20 (2013) 1, pp. 26-49
Persistent link: https://www.econbiz.de/10010072039
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Arrow's equivalency theorem in a model with neoclassical firms
Boyarchenko, Svetlana - In: Economic theory 23 (2004) 4, pp. 739-776
Persistent link: https://www.econbiz.de/10007155835
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Irreversible Decisions and Record-Setting News Principles
Boyarchenko, Svetlana - In: The American economic review 94 (2004) 3, pp. 557-568
Persistent link: https://www.econbiz.de/10006816227
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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