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Svetlana Boyarchenko

Orcid: 0000-0002-6120-1821

According to our database1, Svetlana Boyarchenko authored at least 10 papers between 2002 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Online presence:

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Bibliography

2023
Efficient inverse Z-transform: sufficient conditions.
[BibTeX]
[DOI]
Svetlana Boyarchenko
,
Sergei Levendorskii
CoRR, 2023

2022
Efficient evaluation of expectations of functions of a stable Lévy process and its extremum.
[BibTeX]
[DOI]
Svetlana Boyarchenko
,
Sergei Levendorskii
CoRR, 2022

Efficient inverse Z-transform and pricing barrier and lookback options with discrete monitoring.
[BibTeX]
[DOI]
Svetlana Boyarchenko
,
Sergei Levendorskii
CoRR, 2022

2021
SINH-acceleration for B-spline projection with Option Pricing Applications.
[BibTeX]
[DOI]
Svetlana Boyarchenko
,
Sergei Levendorskii
,
Justin Lars Kirkby
,
Zhenyu Cui
CoRR, 2021

2014
Preemption games under Lévy uncertainty.
[BibTeX]
[DOI]
Svetlana Boyarchenko
,
Sergei Levendorskii
Games Econ. Behav., 2014

2011
Optimal Stopping in Lévy Models for Nonmonotone Discontinuous Payoffs.
[BibTeX]
[DOI]
Svetlana Boyarchenko
,
Sergei Levendorskii
SIAM J. Control. Optim., 2011

2009
American Options in Regime-Switching Models.
[BibTeX]
[DOI]
Svetlana Boyarchenko
,
Sergei Levendorskii
SIAM J. Control. Optim., 2009

2008
American options in regime-switching Lévy models with non-semibounded stochastic interest rates.
[BibTeX]
[DOI]
Svetlana Boyarchenko
,
Sergei Levendorskii
Proceedings of the American Control Conference, 2008

2002
Perpetual American Options Under L[e-acute]vy Processes.
[BibTeX]
[DOI]
S. I. Boyarchenko
,
S. Z. Levendorskii
SIAM J. Control. Optim., 2002

Perpetual American options under Levy processes.
[BibTeX]
[DOI]
S. I. Boyarchenko
,
S. Z. Levendorskii
Proceedings of the 41st IEEE Conference on Decision and Control, 2002


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