Svetlana Boyarchenko

Svetlana Boyarchenko

University of Texas Austin - Austin / United States
Economics & Econometrics / Financial Economics
AD Scientific Index ID: 1675788
University of Texas at Austin
person_outline Svetlana Boyarchenko's MOST POPULAR ARTICLES
1-) Non-gaussian merton-black-scholes theorySI BoyarchenkoWorld scientific, 20025872002
2-) Option pricing for truncated Lévy processesSI Boyarchenko, SZ LevendorskiǐInternational journal of theoretical and applied finance 3 (03), 549-552, 20003172000
3-) Perpetual American options under Lévy processesSI Boyarchenko, SZ LevendorskiiSIAM Journal on Control and Optimization 40 (6), 1663-1696, 20022412002
4-) Barrier options and touch-and-out options under regular Lévy processes of exponential typeS Boyarchenko, S LevendorskiĭThe Annals of Applied Probability 12 (4), 1261-1298, 20021932002
5-) Irreversible decisions under uncertainty: optimal stopping made easyS Boyarchenko, S LevendorskiiSpringer Science & Business Media, 20071272007