V. I. Boyarchenko: search on Z-Library

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1

Vulnerable Growth

Adrian, Tobias, Boyarchenko, Nina, Giannone, Domenico

Journal:

American Economic Review

Year:

2019

Language:

english

File:

PDF, 1.25 MB

english, 2019

2

OPTION PRICING FOR TRUNCATED LÉVY PROCESSES

BOYARCHENKO, SVETLANA I., LEVENDORSKIǏ, SERGEI Z.

Journal:

International Journal of Theoretical and Applied Finance

Year:

2000

Language:

english

File:

PDF, 151 KB

english, 2000

3

American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations

Boyarchenko, Svetlana, LevendorskiĬ, Sergei

Journal:

Applied Mathematical Finance

Year:

2013

Language:

english

File:

PDF, 1.32 MB

english, 2013

4

Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method

Boyarchenko, Mitya, Levendorskiĭ, Sergei

Journal:

Quantitative Finance

Year:

2015

Language:

english

File:

PDF, 315 KB

english, 2015

5

Character sheaves on unipotent groups in positive characteristic: foundations

Mitya Boyarchenko, Vladimir Drinfeld

Journal:

Selecta Mathematica

Year:

2014

Language:

english

File:

PDF, 1.14 MB

english, 2014

6

ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS

BOYARCHENKO, NINA, LEVENDORSKIǏ, SERGEI

Journal:

International Journal of Theoretical and Applied Finance

Year:

2007

Language:

english

File:

PDF, 409 KB

english, 2007

7

Quantization of minimal resolutions of Kleinian singularities

Mitya Boyarchenko

Journal:

Advances in Mathematics

Year:

2007

Language:

english

File:

PDF, 222 KB

english, 2007

8

Spectral asymptotics of laplacians on horns: The case of a rapidly growing counting function

S. I. Boyarchenko, S. Z. Levendorskii

Journal:

Functional Analysis and Its Applications

Year:

1998

Language:

english

File:

PDF, 206 KB

english, 1998

9

Characters of unipotent groups over finite fields

Mitya Boyarchenko

Journal:

Selecta Mathematica

Year:

2010

Language:

english

File:

PDF, 804 KB

english, 2010

10

Arrow's equivalency theorem in a model with neoclassical firms

Svetlana Boyarchenko

Journal:

Economic Theory

Year:

2004

Language:

english

File:

PDF, 303 KB

english, 2004

11

American options: the EPV pricing model

Svetlana Boyarchenko, Sergei Levendorskii

Journal:

Annals of Finance

Year:

2005

Language:

english

File:

PDF, 263 KB

english, 2005

12

THE EIGENFUNCTION EXPANSION METHOD IN MULTI-FACTOR QUADRATIC TERM STRUCTURE MODELS

Nina Boyarchenko, Sergei Levendorskiǐ

Journal:

Mathematical Finance

Year:

2007

Language:

english

File:

PDF, 294 KB

english, 2007

13

VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES

Mitya Boyarchenko, Sergei Levendorskiĭ

Journal:

Mathematical Finance

Year:

2012

Language:

english

File:

PDF, 317 KB

english, 2012

14

PRACTICAL GUIDE TO REAL OPTIONS IN DISCRETE TIME

Svetlana Boyarchenko, Sergei Levendorskiǐ

Journal:

International Economic Review

Year:

2007

Language:

english

File:

PDF, 974 KB

english, 2007

15

American Options in Regime-Switching Models

Boyarchenko, Svetlana, Levendorskii, Sergei

Journal:

SIAM Journal on Control and Optimization

Year:

2009

Language:

english

File:

PDF, 318 KB

english, 2009

16

Ambiguity shifts and the 2007–2008 financial crisis

Boyarchenko, Nina

Journal:

Journal of Monetary Economics

Year:

2012

Language:

english

File:

PDF, 336 KB

english, 2012

17

Pricing of perpetual Bermudan options

Boyarchenko, S I, Levendorskii, S Z

Journal:

Quantitative Finance

Year:

2002

Language:

english

File:

PDF, 958 KB

english, 2002

18

PRICES AND SENSITIVITIES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS

BOYARCHENKO, MITYA, LEVENDORSKIĬ, SERGEI

Journal:

International Journal of Theoretical and Applied Finance

Year:

2009

Language:

english

File:

PDF, 578 KB

english, 2009

19

EFFICIENT LAPLACE INVERSION, WIENER-HOPF FACTORIZATION AND PRICING LOOKBACKS

BOYARCHENKO, SVETLANA, LEVENDORSKIĬ, SERGEI

Journal:

International Journal of Theoretical and Applied Finance

Year:

2013

Language:

english

File:

PDF, 623 KB

english, 2013

20

DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS

BOYARCHENKO, MITYA, BOYARCHENKO, SVETLANA

Journal:

International Journal of Theoretical and Applied Finance

Year:

2011

Language:

english

File:

PDF, 468 KB

english, 2011

21

Character sheaves and characters of unipotent groups over finite fields

Boyarchenko, Mitya

Journal:

American Journal of Mathematics

Year:

2013

Language:

english

File:

PDF, 834 KB

english, 2013

22

PRICES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS, NEAR BARRIER

BOYARCHENKO, MITYA, DE INNOCENTIS, MARCO, LEVENDORSKIĬ, SERGEI

Journal:

International Journal of Theoretical and Applied Finance

Year:

2011

Language:

english

File:

PDF, 800 KB

english, 2011

23

Irreversible Decisions and Record-Setting News Principles

Boyarchenko, Svetlana

Journal:

American Economic Review

Year:

2004

Language:

english

File:

PDF, 106 KB

english, 2004

24

Maximal varieties and the local Langlands correspondence for $GL(n)$

Boyarchenko, Mitya, Weinstein, Jared

Journal:

Journal of the American Mathematical Society

Year:

2015

Language:

english

File:

PDF, 739 KB

english, 2015

25

Irreversible Decisions and Record-Setting News Principles

Svetlana Boyarchenko

Journal:

American Economic Review

Year:

2004

Language:

english

File:

PDF, 398 KB

english, 2004

26

Dealer Balance Sheets and Bond Liquidity Provision

Adrian, Tobias, Boyarchenko, Nina, Shachar, Or

Journal:

Journal of Monetary Economics

Year:

2017

Language:

english

File:

PDF, 2.86 MB

english, 2017

27

On abstract representations of the groups of rational points of algebraic groups in positive characteristic

Mitya Boyarchenko,Igor A. Rapinchuk

Journal:

Archiv der Mathematik

Year:

2016

Language:

english

File:

PDF, 491 KB

english, 2016

28

Pricing Barrier Options and Credit Default Swaps (CDS) in Spectrally One-Sided Levy Models: The Parabolic Laplace Inversion Method

Boyarchenko, Mitya, Levendorskii, Sergei

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 539 KB

english, 2013

29

Double Barrier Options in Regime-Switching Hyper-Exponential Jump-Diffusion Models

Boyarchenko, Mitya, Boyarchenko, Svetlana I.

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 474 KB

english, 2009

30

Understanding Mortgage Spreads

Boyarchenko, Nina, Fuster, Andreas, Lucca, David O

Journal:

Review of Financial Studies

Year:

2019

File:

PDF, 1.69 MB

2019

31

Pricing American Options in Regime-Switching Models: FFT Realization

Boyarchenko, Svetlana I., Levendorskii, Sergei Z.

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 294 KB

english, 2008

32

American Options in the Heston Model With Stochastic Interest Rate

Boyarchenko, Svetlana I., Levendorskii, Sergei Z.

Journal:

SSRN Electronic Journal

Year:

2007

File:

PDF, 549 KB

2007

33

Static and semistatic hedging as contrarian or conformist bets

Boyarchenko, Svetlana, LevendorskiÄ, Sergei

Journal:

Mathematical Finance

Year:

2020

Language:

english

File:

PDF, 718 KB

english, 2020

34

Optimal stopping made easy

Svetlana Boyarchenko, Sergei Levendorskiiˇ

Journal:

Journal of Mathematical Economics

Year:

2007

Language:

english

File:

PDF, 203 KB

english, 2007

35

Exit problems in regime-switching models

Svetlana Boyarchenko, Sergei Levendorskiĭ

Journal:

Journal of Mathematical Economics

Year:

2008

Language:

english

File:

PDF, 378 KB

english, 2008

36

Precise spectral asymptotics for perturbed magnetic Schrödinger operator

S.I. Boyarchenko, S.Z. Levendorskiĭ

Journal:

Journal de Mathématiques Pures et Appliquées

Year:

1997

Language:

english

File:

PDF, 1.22 MB

english, 1997

37

Carr's randomization for American options in regime-switching models

S. Boyarchenko, S. Levendorskiĭ

Journal:

Year:

2007

Language:

english

File:

PDF, 79 KB

english, 2007

38

On affine yangians

S. I. Boyarchenko, S. Z. Levendorskii

Journal:

Letters in Mathematical Physics

Year:

1994

Language:

english

File:

PDF, 246 KB

english, 1994

39

Two-dimensional flow of a non-Newtonian fluid in the channel of screw machinery with wall slip

V. P. Pervadchuk, V. I. Yankov, V. I. Boyarchenko

Journal:

Journal of Engineering Physics and Thermophysics

Year:

1981

Language:

english

File:

PDF, 317 KB

english, 1981

40

Nonisothermal extrusion under continuous shear of liquids with an anomalous viscosity characteristic

S. A. Bostandzhiyan, V. I. Boyarchenko, G. N. Kargapolova

Journal:

Journal of Engineering Physics and Thermophysics

Year:

1971

Language:

english

File:

PDF, 523 KB

english, 1971

41

Flow of non-Newtonian fluid between two coaxial cylinders under complex shear conditions

S. A. Bostandzhiyan, V. I. Boyarchenko, G. N. Kargopolova

Journal:

Journal of Engineering Physics and Thermophysics

Year:

1970

Language:

english

File:

PDF, 377 KB

english, 1970

42

Hydrodynamic analysis of the flow of a liquid with an exponential rheological equation in the cylindrical channel of an extruder screw

S. A. Bostandzhiyan, V. I. Boyarchenko

Journal:

Mechanics of Composite Materials

Year:

1968

Language:

english

File:

PDF, 545 KB

english, 1968

43

Nonisothermal flow of a non-Newtonian fluid in the slowly converging channel of a belt worm-conveyor pump under conditions of complex shear

V. I. Yankov, V. I. Boyarchenko, A. L. Krylov

Journal:

Journal of Engineering Physics and Thermophysics

Year:

1976

Language:

english

File:

PDF, 352 KB

english, 1976

44

Abstracts of articles deposited at VINITI

V. M. Krasavin, V. D. Polugaevskii, Yu. I. Ageev, B. M. Gol'tsman, A. V. Ditman, A. S. Rivkin, B. I. Medvedev, A. G. Zen'kovskii, A. A. Mosyak, V. I. Yankov, V. I. Boyarchenko, Yu. A. Pustovoit, A. V.

Journal:

Journal of Engineering Physics and Thermophysics

Year:

1977

Language:

english

File:

PDF, 472 KB

english, 1977

45

Generalized isothermal couette flow of a non-newtonian liquid in a slowly converging channel with complex shear

V. I. Yankov, V. I. Boyarchenko, A. L. Krylov, V. A. Bratukhina

Journal:

Journal of Engineering Physics and Thermophysics

Year:

1975

Language:

english

File:

PDF, 393 KB

english, 1975

46

Relationship of the structural and physicomechanical characteristics in porous SHS materials based on titanium carbide

V. N. Bloshenko, V. A. Bokii, V. I. Boyarchenko, A. A. Kashtanova, I. I. Fedorova, O. Yu. Efimov

Journal:

Journal of Engineering Physics and Thermophysics

Year:

1993

Language:

english

File:

PDF, 469 KB

english, 1993

47

Low-temperature polymerization conditions in a flow-through reactor

S. A. Bostandzhiyan, V. I. Boyarchenko, P. V. Zhirkov, Zh. A. Zinenko

Journal:

Journal of Applied Mechanics and Technical Physics

Year:

1979

Language:

english

File:

PDF, 634 KB

english, 1979

48

Convective instability of a viscoelastic liquid in a gravity field

V. I. Boyarchenko, É. A. Shtessel'

Journal:

Year:

1974

Language:

english

File:

PDF, 250 KB

english, 1974

49

Distribution of the First Particle in Discrete Orthogonal Polynomial Ensembles

Alexei Borodin, Dmitriy Boyarchenko

Journal:

Communications in Mathematical Physics

Year:

2003

Language:

english

File:

PDF, 380 KB

english, 2003

50

The orbit method for profinite groups and ap-adic analogue of Brown’s theorem

Mitya Boyarchenko, Maria Sabitova

Journal:

Israel Journal of Mathematics

Year:

2008

Language:

english

File:

PDF, 275 KB

english, 2008