Svetlana Boyarchenko

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 5

Top Topics

Transform Coefficients

Black Scholes Model

Top Venues

Games Econ. Behav.

Publications

Svetlana Boyarchenko, Sergei Levendorskii
-transform and Wiener-Hopf factorization. CoRR (2024)
Svetlana Boyarchenko, Sergei Levendorskii
Efficient inverse Z-transform: sufficient conditions. CoRR (2023)
Svetlana Boyarchenko, Sergei Levendorskii
Efficient evaluation of expectations of functions of a stable Lévy process and its extremum. CoRR (2022)
Svetlana Boyarchenko, Sergei Levendorskii
Efficient inverse Z-transform and pricing barrier and lookback options with discrete monitoring. CoRR (2022)
Svetlana Boyarchenko, Sergei Levendorskii, J. Lars Kirkby, Zhenyu Cui
SINH-acceleration for B-spline projection with Option Pricing Applications. CoRR (2021)
Svetlana Boyarchenko, Sergei Levendorskii
Preemption games under Lévy uncertainty. Games Econ. Behav. 88 (2014)
Svetlana Boyarchenko, Sergei Levendorskii
Optimal Stopping in Lévy Models for Nonmonotone Discontinuous Payoffs. SIAM J. Control. Optim. 49 (5) (2011)
Svetlana Boyarchenko, Sergei Levendorskii
American Options in Regime-Switching Models. SIAM J. Control. Optim. 48 (3) (2009)
Svetlana Boyarchenko, Sergei Levendorskii
American options in regime-switching Lévy models with non-semibounded stochastic interest rates. ACC (2008)