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Svetlana Boyarchenko
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2020 – today
- 2024
- [i5]Svetlana Boyarchenko, Sergei Levendorskii:
Efficient inverse Z-transform and Wiener-Hopf factorization. CoRR abs/2404.19290 (2024) - 2023
- [i4]Svetlana Boyarchenko, Sergei Levendorskii:
Efficient inverse Z-transform: sufficient conditions. CoRR abs/2305.10725 (2023) - 2022
- [i3]Svetlana Boyarchenko, Sergei Levendorskii:
Efficient inverse Z-transform and pricing barrier and lookback options with discrete monitoring. CoRR abs/2207.02858 (2022) - [i2]Svetlana Boyarchenko, Sergei Levendorskii:
Efficient evaluation of expectations of functions of a stable Lévy process and its extremum. CoRR abs/2209.12349 (2022) - 2021
- [i1]Svetlana Boyarchenko, Sergei Levendorskii, Justin Lars Kirkby, Zhenyu Cui:
SINH-acceleration for B-spline projection with Option Pricing Applications. CoRR abs/2109.08738 (2021)
2010 – 2019
- 2014
- [j4]Svetlana Boyarchenko
, Sergei Levendorskii:
Preemption games under Lévy uncertainty. Games Econ. Behav. 88: 354-380 (2014) - 2011
- [j3]Svetlana Boyarchenko
Optimal Stopping in Lévy Models for Nonmonotone Discontinuous Payoffs. SIAM J. Control. Optim. 49(5): 2062-2082 (2011)
2000 – 2009
- 2009
- [j2]Svetlana Boyarchenko
American Options in Regime-Switching Models. SIAM J. Control. Optim. 48(3): 1353-1376 (2009) - 2008
- [c2]Svetlana Boyarchenko
American options in regime-switching Lévy models with non-semibounded stochastic interest rates. ACC 2008: 1023-1028 - 2002
- [j1]S. I. Boyarchenko
Perpetual American Options Under L[e-acute]vy Processes. SIAM J. Control. Optim. 40(6): 1663-1696 (2002) - [c1]S. I. Boyarchenko, S. Z. Levendorskii:
Perpetual American options under Levy processes. CDC 2002: 4446-4451
Coauthor Index
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