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~isPartOf:"International journal of theoretical and applied finance"
~person:"Levendorskij, Sergej Z."
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Option pricing theory
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Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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Wiener-Hopf factorization
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barrier options
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Option pricing; barrier options
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asymptotics
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conformal deformations
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first-touch digitals
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inverse Fourier transform
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joint distribution of a Lévy process and its extrema
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Levendorskij, Sergej Z.
Cui, Zhenyu
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Kwok, Yue-Kuen
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Wu, Lixin
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International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Sinh-acceleration for B-spline projection with option pricing applications
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012887408
Saved in:
2
Ultra-fast pricing barrier options and CDSs
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734044
Saved in:
3
Method of paired contours and pricing barrier options and CDSs of long maturities
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-58
Persistent link: https://www.econbiz.de/10010437194
Saved in:
4
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
Saved in:
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