Svetlana Boyarchenko

Orcid: 0000-0002-6120-1821

According to our database1, Svetlana Boyarchenko authored at least 11 papers between 2002 and 2024.

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

Timeline

Legend:

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PhD thesis 
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Links

Online presence:

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Bibliography

2024
Efficient inverse <i>Z</i>-transform and Wiener-Hopf factorization.
CoRR, 2024

2023
Efficient inverse Z-transform: sufficient conditions.
CoRR, 2023

2022
Efficient evaluation of expectations of functions of a stable Lévy process and its extremum.
CoRR, 2022

Efficient inverse Z-transform and pricing barrier and lookback options with discrete monitoring.
CoRR, 2022

2021
SINH-acceleration for B-spline projection with Option Pricing Applications.
CoRR, 2021

2014
Preemption games under Lévy uncertainty.
Games Econ. Behav., 2014

2011
Optimal Stopping in Lévy Models for Nonmonotone Discontinuous Payoffs.
SIAM J. Control. Optim., 2011

2009
American Options in Regime-Switching Models.
SIAM J. Control. Optim., 2009

2008
American options in regime-switching Lévy models with non-semibounded stochastic interest rates.
Proceedings of the American Control Conference, 2008

2002
Perpetual American Options Under L[e-acute]vy Processes.
SIAM J. Control. Optim., 2002

Perpetual American options under Levy processes.
Proceedings of the 41st IEEE Conference on Decision and Control, 2002


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