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Option pricing theory
Optionspreistheorie
50
Stochastischer Prozess
29
Stochastic process
26
Option trading
24
Optionsgeschäft
24
Theorie
21
Theory
21
Credit derivative
9
Kreditderivat
9
Real options analysis
9
Realoptionsansatz
9
Decision under uncertainty
8
Entscheidung unter Unsicherheit
8
Search theory
6
Suchtheorie
6
Wiener-Hopf factorization
6
Yield curve
6
Zinsstruktur
6
embedded options
6
Credit risk
5
Fourier transform
5
Kreditrisiko
5
Lévy processes
5
Risiko
5
Risk
5
Derivat
4
Derivative
4
Game theory
4
Interest rate
4
Real options
4
Spieltheorie
4
Statistical distribution
4
Statistische Verteilung
4
Volatility
4
Volatilität
4
Zins
4
barrier options
4
capital expansion
4
expected present value operators
4
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Free
23
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Book / Working Paper
25
Article
24
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English
49
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Levendorskij, Sergej Z.
24
Levendorskii, Sergei
23
Bojarčenko, Svetlana I.
13
Boyarchenko, Svetlana
8
Boyarchenko, Mitya
5
Boyarchenko, Nina
2
Cui, Zhenyu
2
Kudryavtsev, Oleg
2
Levendorskiǐ, Sergei
2
Xie, Jiayao
2
de Innocentis, Marco
2
Innocentis, Marco de
1
Kirkby, Justin
1
Kudryavtsev, Oleg E.
1
Kyrkby, J. Lars
1
Law, Jimmy
1
Shek, Justin
1
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Centre for Analytical Finance <Århus>
1
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International journal of theoretical and applied finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Finance and stochastics
3
Annals of finance
2
Applied mathematical finance
2
International economic review
1
The journal of computational finance
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
49
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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
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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
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:
6
Pricing of the American put under Lévy processes
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 303-335
Persistent link: https://www.econbiz.de/10002111463
Saved in:
7
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:
8
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
9
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:
10
Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009756073
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