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Theorie
Option pricing theory
22
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22
Stochastischer Prozess
17
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15
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11
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8
Wiener-Hopf factorization
7
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barrier options
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English
11
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Levendorskij, Sergej Z.
11
Bojarčenko, Svetlana I.
2
Boyarchenko, Nina
2
Barndorff-Nielsen, Ole E.
1
Boyarchenko, Mitya
1
Boyarchenko, S. I.
1
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Centre for Analytical Finance <Århus>
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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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
International journal of theoretical and applied finance
2
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1
Finance and stochastics
1
SpringerLink / Bücher
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Studies in Economic Theory
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ECONIS (ZBW)
11
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1
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:
2
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:
3
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:
4
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:
5
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:
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
Valuation of continuously monitored double barrier options and related securities
Boyarchenko, Mitya
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 419-444
Persistent link: https://www.econbiz.de/10009613187
Saved in:
8
The eigenfunction expansion method in multi-factor quadratic term structure models
Boyarchenko, Nina
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 503-539
Persistent link: https://www.econbiz.de/10003626604
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
Search-money-and-barter models of financial stabilization
Boyarchenko, S. I.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001649816
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