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Stochastic process
Option pricing theory
45
Optionspreistheorie
45
Stochastischer Prozess
25
Option trading
16
Optionsgeschäft
16
Theorie
16
Theory
16
Credit derivative
9
Kreditderivat
9
Real options analysis
8
Realoptionsansatz
8
Decision under uncertainty
7
Entscheidung unter Unsicherheit
7
Search theory
6
Suchtheorie
6
Volatility
6
Volatilität
6
Yield curve
6
Zinsstruktur
6
Wiener-Hopf factorization
5
embedded options
5
Interest rate
4
Lévy processes
4
Risiko
4
Risk
4
Zins
4
barrier options
4
capital expansion
4
technology adoption
4
Credit risk
3
Discounting
3
Diskontierung
3
Economy of time
3
Fourier transform
3
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3
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3
Intertemporal choice
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1
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English
23
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Levendorskij, Sergej Z.
15
Levendorskii, Sergei
8
Bojarčenko, Svetlana I.
7
Boyarchenko, Svetlana
3
Xie, Jiayao
2
Barndorff-Nielsen, Ole E.
1
Boyarchenko, Mitya
1
Innocentis, Marco de
1
Kudryavtsev, Oleg
1
de Innocentis, Marco
1
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Centre for Analytical Finance <Århus>
2
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International journal of theoretical and applied finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Applied mathematical finance
1
Finance and stochastics
1
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1
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ECONIS (ZBW)
23
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Pseudodiffusions and quadratic term structure models
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 393-424
Persistent link: https://www.econbiz.de/10002983089
Saved in:
8
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
Saved in:
9
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
10
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
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