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Theory
Optionspreistheorie
50
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49
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26
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24
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24
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21
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expected present value operators
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Levendorskij, Sergej Z.
12
Levendorskii, Sergei
6
Boyarchenko, Svetlana
5
Bojarčenko, Svetlana I.
3
Barndorff-Nielsen, Ole E.
1
Boyarchchenko, Svetlana
1
Boyarchenko, Mitya
1
Boyarchenko, Nina
1
Boyarchenko, S. I.
1
Kudryavtsev, Oleg
1
Kudryavtsev, Oleg E.
1
Levendorskii, Sergei Z.
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Levendorskiǐ, Sergei
1
Mijatović, Aleksandar
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Centre for Analytical Finance <Århus>
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Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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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
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3
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:
4
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:
5
Search-money-and-barter models of financial stabilization
Boyarchenko, S. I.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001649816
Saved in:
6
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
7
Special issue on spectral methods in finance
Levendorskij, Sergej Z.
(
contributor
)
-
Spectral and Cubature Methods in Finance and …
-
2011
Persistent link: https://www.econbiz.de/10009407692
Saved in:
8
Preface: Spectral and cubature methods in finance and econometrics : an Interdisciplinary International Research Workshop University of Leicester, United Kingdom, 18 - 20 June 2009
Levendorskij, Sergej Z.
;
Mijatović, Aleksandar
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 5-7
Persistent link: https://www.econbiz.de/10009408859
Saved in:
9
Irreversible decisions under uncertainty : optimal stopping made easy
Bojarčenko, Svetlana I.
;
Bojarčenko, Svetlana I.
; …
-
2007
-
1. ed.
Persistent link: https://www.econbiz.de/10003494236
Saved in:
10
The eigenfunction expansion method in multi-factor quadratic term structure models
Boyarchenko, Nina
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 503-539
Persistent link: https://www.econbiz.de/10003626604
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