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Option pricing theory
49
Optionspreistheorie
49
Stochastischer Prozess
28
Stochastic process
26
Option trading
24
Optionsgeschäft
24
Theorie
21
Theory
21
Credit derivative
9
Kreditderivat
9
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9
Realoptionsansatz
9
Decision under uncertainty
8
Entscheidung unter Unsicherheit
8
Search theory
6
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6
Wiener-Hopf factorization
6
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4
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4
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4
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4
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4
barrier options
4
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3
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3
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3
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3
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90
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30
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4
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4
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4
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English
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Levendorskii, Sergei
72
Levendorskij, Sergej Z.
41
Boyarchenko, Svetlana
37
Bojarčenko, Svetlana I.
26
Boyarchenko, Mitya
9
Boyarchenko, Nina
7
Kudryavtsev, Oleg E.
7
de Innocentis, Marco
3
Cui, Zhenyu
2
Kudryavtsev, Oleg
2
Levendorskiǐ, Sergei
2
Xie, Jiayao
2
Adamova, Olga
1
Agapov, Stanislav
1
Barndorff-Nielsen, Ole E.
1
Boyarchchenko, Svetlana
1
Boyarchenko, S. I.
1
Innocentis, Marco de
1
Kirkby, Justin
1
Kyrkby, J. Lars
1
Law, Jimmy
1
Levendorskii, Sergei Z.
1
Luzhetskaya, Praskoviya
1
Mijatović, Aleksandar
1
Pistorius, Martijn
1
Rodochenko, Vasily
1
Senichev, Vadim
1
Shek, Justin
1
Zherder, Vadim M.
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Centre for Analytical Finance <Århus>
2
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
William Davidson Institute <Ann Arbor, Mich.>
1
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International journal of theoretical and applied finance
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Finance and stochastics
3
Working paper / EERC
3
Annals of finance
2
Applied mathematical finance
2
Journal of mathematical economics
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
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1
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1
International economic review
1
Models of investment under uncertainty when shocks are non-Gaussian
1
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ECONIS (ZBW)
RePEc
28
OLC EcoSci
3
BASE
2
USB Cologne (EcoSocSci)
2
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1
Pseudodiffusions and quadratic term structure models
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 393-424
Persistent link: https://www.econbiz.de/10002983089
Saved in:
2
American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
Saved in:
3
Efficient pricing and reliable calibration in the Heston model
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-44
Persistent link: https://www.econbiz.de/10009685887
Saved in:
4
Consistency conditions for affine term structure models : II. option pricing under diffusions with embedded jumps
Levendorskij, Sergej Z.
- In:
Annals of finance
2
(
2006
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10003282260
Saved in:
5
Models of investment under uncertainty when shocks are non-Gaussian
Levendorskij, Sergej Z.
;
Bojarčenko, Svetlana I.
-
1998
Persistent link: https://www.econbiz.de/10001530076
Saved in:
6
On the impact of the policy uncertainty on investment
Levendorskij, Sergej Z.
;
Bojarčenko, Svetlana I.
- In:
Models of investment under uncertainty when shocks are …
.
1998
Persistent link: https://www.econbiz.de/10001530079
Saved in:
7
Option pricing for truncated Lévy processes
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 549-552
Persistent link: https://www.econbiz.de/10001524333
Saved in:
8
A three-sector model of the Russian virtual economy
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
-
2003
Persistent link: https://www.econbiz.de/10001818753
Saved in:
9
Money substitutes in the Russian virtual economy : sources and impact on the economy
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
-
2001
Persistent link: https://www.econbiz.de/10001672557
Saved in:
10
Search-money-and-barter models of financial stabilization
Boyarchenko, S. I.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001649816
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