Perpetual American options under Levy processes. - S. I. Boyarchenko; S. Z. Levendorskii (CDC, 2002)

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

American options in regime-switching Lévy models with non-semibounded stochastic interest rates. - Svetlana Boyarchenko; Sergei Levendorskii (ACC, 2008)

American Options in Regime-Switching Models. - Svetlana Boyarchenko; Sergei Levendorskii (SIAM J. Control. Optim., 2009)

Optimal Stopping in Lévy Models for Nonmonotone Discontinuous Payoffs. - Svetlana Boyarchenko; Sergei Levendorskii (SIAM J. Control. Optim., 2011)

Preemption games under Lévy uncertainty. - Svetlana Boyarchenko; Sergei Levendorskii (Games Econ. Behav., 2014)

SINH-acceleration for B-spline projection with Option Pricing Applications. - Svetlana Boyarchenko; Sergei Levendorskii; Justin Lars Kirkby; Zhenyu Cui (CoRR, 2021)

Efficient inverse Z-transform and pricing barrier and lookback options with discrete monitoring. - Svetlana Boyarchenko; Sergei Levendorskii (CoRR, 2022)

Efficient evaluation of expectations of functions of a stable Lévy process and its extremum. - Svetlana Boyarchenko; Sergei Levendorskii (CoRR, 2022)

Efficient inverse Z-transform: sufficient conditions. - Svetlana Boyarchenko; Sergei Levendorskii (CoRR, 2023)

Efficient inverse Z-transform and Wiener-Hopf factorization. - Svetlana Boyarchenko; Sergei Levendorskii (CoRR, 2024)

Supermodularity and incentive reversal in teams. - Svetlana Boyarchenko; Dominika Machowska; Iryna Topolyan (Games Econ. Behav., 2025)