Svetlana Boyarchenko

Available identifiers

zbMath Open boyarchenko.svetlana-iMaRDI QIDQ665541

List of research outcomes

Publication	Date of Publication	Type
SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS	2022-03-11	Paper
Inefficiency of sponsored research	2021-09-01	Paper
Conformal accelerations method and efficient evaluation of stable distributions	2021-05-03	Paper
Static and semistatic hedging as contrarian or conformist bets	2021-03-23	Paper
Super- and submodularity of stopping games with random observations	2021-01-15	Paper
Optimal stopping problems in Lévy models with random observations	2019-11-07	Paper
SINH-ACCELERATION: EFFICIENT EVALUATION OF PROBABILITY DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS	2019-05-21	Paper
Pricing of perpetual Bermudan options	2019-01-14	Paper
American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations	2018-07-20	Paper
EFFICIENT PRICING OF BARRIER OPTIONS AND CREDIT DEFAULT SWAPS IN LÉVY MODELS WITH STOCHASTIC INTEREST RATE	2017-10-24	Paper
Preemption games under Lévy uncertainty	2015-05-19	Paper
EFFICIENT LAPLACE INVERSION, WIENER-HOPF FACTORIZATION AND PRICING LOOKBACKS	2013-07-24	Paper
American options: the EPV pricing model	2012-03-05	Paper
Optimal Stopping in Lévy Models for Nonmonotone Discontinuous Payoffs	2012-02-11	Paper
DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS	2011-12-28	Paper
American Options in Regime-Switching Models	2010-06-10	Paper
American options in Lévy models with stochastic interest rates	2010-02-08	Paper
Exit problems in regime-switching models	2008-02-06	Paper
Irreversible decisions under uncertainty. Optimal stopping made easy	2007-10-08	Paper
Optimal stopping made easy	2007-05-04	Paper
Arrow's equivalency theorem in a model with neoclassical firms	2004-11-05	Paper
Barrier options and touch-and-out options under regular Lévy processes of exponential type	2003-05-06	Paper
Spectral asymptotics of the Neumann Laplacian on oscillating horns.	2002-09-03	Paper
Perpetual American Options Under Lévy Processes	2002-06-23	Paper
https://portal.mardi4nfdi.de/entity/Q4331490	2002-05-21	Paper
https://portal.mardi4nfdi.de/entity/Q2741099	2001-11-18	Paper
OPTION PRICING FOR TRUNCATED LÉVY PROCESSES	2001-07-05	Paper
Spectral asymptotics of Laplacians on horns: The case of a rapidly growing counting function	1999-10-14	Paper
An asymptotic formula for the number of eigenvalue branches of a divergence form operator A+λB in a spectral gap of A	1998-10-27	Paper
Spectral asymptotics with a remainder estimate of the Neumann Laplacian on horns: the case of the rapidly growing counting function	1998-05-04	Paper
Precise spectral asymptotics for perturbed magnetic Schrödinger operator	1997-07-27	Paper
On affine Yangians	1995-01-31	Paper
Method of averaging in the problems of stability of elastic plates possessing fine periodic structure	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3922277	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3953292	1980-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Svetlana Boyarchenko