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Stochastic process
Theorie
58
Theory
57
Optionspreistheorie
53
Option pricing theory
52
Stochastischer Prozess
29
Corporate bond
25
USA
25
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25
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24
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15
Risk premium
14
Entropie
13
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13
Capital market returns
12
Corporate finance
12
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12
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12
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10
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16
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1
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1
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English
26
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Levendorskij, Sergej Z.
17
Bojarčenko, Svetlana I.
9
Levendorskii, Sergei
8
Boyarchenko, Svetlana
2
Kudryavtsev, Oleg
2
Barndorff-Nielsen, Ole E.
1
Boyarchenko, Mitya
1
Innocentis, Marco de
1
Kudryavtsev, Oleg E.
1
Levendorskiǐ, Sergei
1
Xie, Jiayao
1
de Innocentis, Marco
1
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Centre for Analytical Finance <Århus>
2
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International journal of theoretical and applied finance
7
Finance and stochastics
3
Applied mathematical finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Games and economic behavior
1
The journal of computational finance
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ECONIS (ZBW)
26
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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
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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
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:
5
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
6
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:
7
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:
8
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:
9
American options in the Heston model with stochastic interest rate and its generalizations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 26-49
Persistent link: https://www.econbiz.de/10009737181
Saved in:
10
Pricing of first touch digitals under normal inverse Gaussian processes
Kudryavtsev, Oleg
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 915-949
Persistent link: https://www.econbiz.de/10003380303
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