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Optionspreistheorie
49
Option pricing theory
48
Stochastischer Prozess
30
Stochastic process
28
Theorie
20
Theory
20
Option trading
18
Optionsgeschäft
18
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9
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8
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8
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106
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76
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Levendorskii, Sergei
104
Boyarchenko, Svetlana
92
Levendorskij, Sergej Z.
35
Bojarčenko, Svetlana I.
29
Boyarchenko, Mitya
12
Boyarchenko, Nina
8
Kudryavtsev, Oleg E.
4
Levendorskiĭ, Sergei
3
Xie, Jiayao
3
de Innocentis, Marco
3
BOYARCHENKO, SVETLANA
2
Cui, Zhenyu
2
Levendorski, Sergei
2
Levendorskiy, Sergey
2
Agapov, Stanislav
1
BOYARCHENKO, MITYA
1
Barndorff-Nielsen, Ole E.
1
Boyarchenko, S. I.
1
Chiang, Piin‐Hueih
1
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1
Kirkby, Justin
1
Kudryavtsev, Oleg
1
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1
LEVENDORSKIĬ, SERGEI
1
Law, Jimmy
1
Levendorskii, Serge Z
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Levendorskii, Sergei Z
1
Levendorskii[caron], Sergei
1
Levendorskiiˇ, Sergei
1
LevendorskiĬ, Sergei
1
Levendorskiǐ, Sergei
1
Levendorskiǐ, Sergei Z.
1
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1
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1
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International journal of theoretical and applied finance
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6
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5
Mathematical finance : an international journal of mathematics, statistics and financial theory
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5
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2
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2
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2
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1
Advanced Series on Statistical Science and Applied Probability Ser
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ECONIS (ZBW)
133
RePEc
38
OLC EcoSci
8
Other ZBW resources
3
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1
Irreversible decisions under uncertainty : optimal stopping made easy
Bojarčenko, Svetlana I.
;
Bojarčenko, Svetlana I.
; …
-
2007
-
1. ed.
Persistent link: https://www.econbiz.de/10003494236
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2
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
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3
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
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4
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:
5
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:
6
Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009756073
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7
A three-sector model of the Russian virtual economy
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
-
2003
Persistent link: https://www.econbiz.de/10001818753
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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
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9
Models of investment under uncertainty when shocks are non-Gaussian
Levendorskij, Sergej Z.
;
Bojarčenko, Svetlana I.
-
1998
Persistent link: https://www.econbiz.de/10001530076
Saved in:
10
On the impact of the policy uncertainty on investment
Levendorskij, Sergej Z.
;
Bojarčenko, Svetlana I.
- In:
Models of investment under uncertainty when shocks are …
.
1998
Persistent link: https://www.econbiz.de/10001530079
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