Access Statistics for Svetlana Boyarchenko

Author contact details at EconPapers.

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 3 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 1 1 11 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 2 3 18 24
Discount factors ex post and ex ante, and discounted utility anomalies 0 0 1 168 1 2 10 1,201
Discounting when income is stochastic and climate change policies 0 0 0 41 2 3 12 129
Efficient evaluation of double-barrier options and joint cpdf of a L\'evy process and its two extrema 0 0 0 1 1 1 4 6
Efficient evaluation of expectations of functions of a stable L\'evy process and its extremum 0 0 0 0 1 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 1 1 7 10
Efficient inverse $Z$-transform and Wiener-Hopf factorization 0 0 0 1 1 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 1 16 19
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 1 12 23
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 1 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 1 6 9
Models of Investment under Uncertainty when Shocks are Non-Gaussian. On the Impact of the Policy Uncertainty on Investment 0 0 1 145 1 1 10 521
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 1 11 114
Optimal stopping made easy 0 0 0 362 2 2 17 850
Practical guide to real options in discrete time 0 0 0 231 1 1 16 467
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 2 28 2 2 12 98
Practical guide to real options in discrete time II 0 0 0 219 0 0 12 410
Preemption Games under Levy Uncertainty 0 0 1 38 0 1 16 83
Real options and the universal bad news principle 0 0 0 183 0 0 9 552
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 1 2 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 1 10 13
Static and semi-static hedging as contrarian or conformist bets 0 0 0 9 1 1 15 48
Universal bad news principle and pricing of options on dividend-paying assets 0 0 0 11 3 4 13 70
Total Working Papers 0 0 6 3,273 24 38 457 12,518

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 1 1 9 95
American options in Lévy models with stochastic interest rates 0 0 0 1 0 1 12 15
American options: the EPV pricing model 0 0 0 96 2 2 10 441
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 2 13 32
EFFICIENT PRICING OF BARRIER OPTIONS AND CREDIT DEFAULT SWAPS IN LÉVY MODELS WITH STOCHASTIC INTEREST RATE 0 0 1 4 0 0 6 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 1 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 15 26
Irreversible Decisions and Record-Setting News Principles 0 0 0 84 0 0 6 359
Lévy models amenable to efficient calculations 0 0 1 1 1 3 12 13
OPTION PRICING FOR TRUNCATED LÉVY PROCESSES 0 0 1 41 0 1 13 94
Optimal stopping made easy 0 0 0 60 0 1 17 158
PRACTICAL GUIDE TO REAL OPTIONS IN DISCRETE TIME 0 0 0 110 0 1 12 300
Preemption games under Lévy uncertainty 0 0 2 14 2 2 16 75
Pricing of perpetual Bermudan options 0 0 1 206 2 3 12 450
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 2 3 18 33
Supermodularity and incentive reversal in teams 0 0 3 3 1 2 25 32
Total Journal Articles 0 0 10 734 12 30 278 2,712

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 0 1 8 72 3 6 26 226
Total Books 0 1 8 73 3 6 33 264

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 0 0 8 28
Barrier options 0 0 0 7 0 0 10 35
Discrete time models 0 0 0 0 0 0 4 16
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 1 1 9 19
Fast pricing of European options 0 0 0 0 2 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 1 5 19
Introduction 0 0 0 4 1 1 6 25
Investment under uncertainty and capital accumulation 0 0 0 1 0 2 5 17
Lévy processes 0 0 0 4 0 0 6 55
Multi-asset contracts 0 0 0 1 1 1 6 26
Perpetual American options 0 0 0 15 0 0 15 128
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 2 8 61
Regular Lévy Processes of Exponential type in 1D 0 0 0 5 0 0 10 26
Total Chapters 0 0 0 49 6 10 119 542

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Statistics updated 2026-09-10