Access Statistics for Svetlana Boyarchenko

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Three-Sector Model of the Russian Virtual Economy 0 0 0 199 0 0 10 1,516
A theory of endogenous time preference, and discounted utility anomalies 0 0 0 319 0 0 3 980
Alternative models for FX, arbitrage opportunities and efficient pricing of double barrier options in L\'evy models 0 0 0 0 0 1 10 11
Alternative models for FX: pricing double barrier options in regime-switching L\'evy models with memory 0 0 0 0 0 0 7 12
Ambiguous Jump-Diffusions and Optimal Stopping 0 0 0 28 0 0 8 94
American options: the EPV pricing model 0 0 0 286 0 1 11 1,147
Arrow's Equivalency Theorem in a Model with Neoclassical Firms 0 0 0 17 0 0 9 109
Buridan's Ass and a Menu of Options 0 0 0 135 0 0 12 737
Capital Accumulation under Non-Gaussian Processes and the Marshallian Law 0 0 0 17 0 0 8 64
Correct implied volatility shapes and reliable pricing in the rough Heston model 0 0 0 3 1 3 19 25
Discount factors ex post and ex ante, and discounted utility anomalies 0 0 0 168 0 1 9 1,201
Discounting when income is stochastic and climate change policies 0 0 0 41 1 3 13 130
Efficient evaluation of double-barrier options and joint cpdf of a L\'evy process and its two extrema 0 0 0 1 0 1 4 6
Efficient evaluation of expectations of functions of a stable L\'evy process and its extremum 0 0 0 0 0 2 9 12
Efficient evaluation of joint pdf of a L\'evy process, its extremum, and hitting time of the extremum 0 0 0 0 0 1 7 10
Efficient inverse $Z$-transform and Wiener-Hopf factorization 0 0 0 1 0 1 12 15
Efficient inverse $Z$-transform and pricing barrier and lookback options with discrete monitoring 0 0 0 3 0 0 10 20
Efficient inverse $Z$-transform: sufficient conditions 0 0 0 3 1 2 17 20
Fast reliable pricing and calibration of the rough Heston model 0 0 1 2 0 0 10 11
Gauge transformations in the dual space, and pricing and estimation in the long run in affine jump-diffusion models 0 0 0 1 1 2 13 24
General option exercise rules, with applications to embedded options and monopolistic expansion 0 0 0 38 0 0 7 216
General option exercise rules, with applications to embedded options and monopolistic expansion 0 0 0 128 0 0 10 796
Inside and Outside Money, with an Application to the Russian Virtual Economy 0 0 0 96 0 0 21 279
L\'evy models amenable to efficient calculations 0 0 0 1 0 0 6 9
Models of Investment under Uncertainty when Shocks are Non-Gaussian. On the Impact of the Policy Uncertainty on Investment 0 0 0 145 0 1 9 521
Money Substitutes in the Russian Virtual Economy: Sources and Impact on the Economy 0 0 0 98 0 0 5 559
Optimal stopping in Levy models, for non-monotone discontinuous payoffs 0 0 0 28 1 2 12 115
Optimal stopping made easy 0 0 0 362 1 3 18 851
Practical guide to real options in discrete time 0 0 0 287 0 0 17 580
Practical guide to real options in discrete time 0 0 0 231 2 3 18 469
Practical guide to real options in discrete time 0 0 1 28 0 2 11 98
Practical guide to real options in discrete time II 0 0 0 219 0 0 12 410
Preemption Games under Levy Uncertainty 1 1 1 39 2 2 16 85
Real options and the universal bad news principle 0 0 0 183 1 1 10 553
Real options and the universal bad news principle 0 0 0 31 0 0 10 169
SINH-acceleration for B-spline projection with Option Pricing Applications 0 0 0 1 0 1 15 25
SINH-acceleration: efficient evaluation of probability distributions, option pricing, and Monte-Carlo simulations 0 0 0 4 0 0 4 30
Search, layoffs and reservation wages when job offers follow a stochastic process 0 0 0 68 0 0 10 271
Search-Money-and-Barter Models of Financial Stabilization 0 0 0 39 0 0 12 218
Simulation of a L\'evy process, its extremum, and hitting time of the extremum via characteristic functions 0 0 0 4 0 0 9 13
Static and semi-static hedging as contrarian or conformist bets 0 0 0 9 0 1 15 48
Universal bad news principle and pricing of options on dividend-paying assets 0 0 0 11 0 4 12 70
Total Working Papers 1 1 3 3,274 11 38 460 12,529

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations 0 0 0 18 0 1 9 95
American options in Lévy models with stochastic interest rates 0 0 0 1 0 0 12 15
American options: the EPV pricing model 0 0 0 96 1 3 11 442
Arrow's equivalency theorem in a model with neoclassical firms 0 0 0 2 0 0 5 93
DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS 0 0 0 4 0 1 9 30
EFFICIENT EVALUATION OF DOUBLE-BARRIER OPTIONS 0 0 0 1 0 0 5 6
EFFICIENT LAPLACE INVERSION, WIENER-HOPF FACTORIZATION AND PRICING LOOKBACKS 0 0 1 5 0 1 13 32
EFFICIENT PRICING OF BARRIER OPTIONS AND CREDIT DEFAULT SWAPS IN LÉVY MODELS WITH STOCHASTIC INTEREST RATE 0 0 0 4 0 0 5 27
Efficient evaluation of expectations of functions of a Lévy process and its extremum 0 0 0 1 0 0 9 11
Exit problems in regime-switching models 0 0 0 44 0 3 9 137
General Option Exercise Rules, with Applications to Embedded Options and Monopolistic Expansion 0 0 0 34 0 1 6 209
Industry equilibrium with random exit or default 0 0 0 0 0 0 7 15
Inefficiency of sponsored research 0 0 0 2 0 1 13 26
Irreversible Decisions and Record-Setting News Principles 0 0 0 84 1 1 7 360
Lévy models amenable to efficient calculations 0 0 1 1 0 3 12 13
OPTION PRICING FOR TRUNCATED LÉVY PROCESSES 0 0 1 41 2 3 15 96
Optimal stopping made easy 0 0 0 60 0 0 17 158
PRACTICAL GUIDE TO REAL OPTIONS IN DISCRETE TIME 0 0 0 110 0 0 12 300
Preemption games under Lévy uncertainty 0 0 1 14 1 3 15 76
Pricing of perpetual Bermudan options 0 0 1 206 1 3 13 451
SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS 0 0 0 0 0 1 8 12
SINH-ACCELERATION: EFFICIENT EVALUATION OF PROBABILITY DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS 0 0 0 0 0 0 12 28
Static and semistatic hedging as contrarian or conformist bets 0 0 0 1 0 1 12 21
Super- and submodularity of stopping games with random observations 0 0 0 2 1 4 19 34
Supermodularity and incentive reversal in teams 0 0 1 3 0 2 22 32
Total Journal Articles 0 0 6 734 7 32 277 2,719

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Irreversible Decisions under Uncertainty 0 0 0 1 0 0 7 38
Non-Gaussian Merton-Black-Scholes Theory 1 2 9 73 2 8 28 228
Total Books 1 2 9 74 2 8 35 266

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
American options: finite time horizon 0 0 0 1 1 1 9 29
Barrier options 0 0 0 7 0 0 10 35
Discrete time models 0 0 0 0 2 2 6 18
Elements of calculus of pseudodifferential operators 0 0 0 1 0 0 4 17
Endogenous default and pricing of the corporate debt 0 0 0 0 0 1 9 19
Fast pricing of European options 0 0 0 0 0 2 8 24
Feller processes of normal inverse Gaussian type 0 0 0 4 0 0 7 26
First-touch digitals 0 0 0 0 0 0 5 19
Introduction 0 0 0 4 0 1 6 25
Investment under uncertainty and capital accumulation 0 0 0 1 0 1 5 17
Lévy processes 0 0 0 4 0 0 6 55
Multi-asset contracts 0 0 0 1 0 1 6 26
Perpetual American options 0 0 0 15 1 1 16 129
Pricing and hedging of contingent claims of European type 0 0 0 2 0 0 8 20
Pseudo-differential operators with constant symbols 0 0 0 4 1 3 8 62
Regular Lévy Processes of Exponential type in 1D 0 0 0 5 0 0 10 26
Total Chapters 0 0 0 49 5 13 123 547

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Statistics updated 2026-10-11