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 2 2 1,508
A theory of endogenous time preference, and discounted utility anomalies 0 0 0 319 0 3 3 980
Alternative models for FX, arbitrage opportunities and efficient pricing of double barrier options in L\'evy models 0 0 0 0 1 3 8 8
Alternative models for FX: pricing double barrier options in regime-switching L\'evy models with memory 0 0 0 0 0 4 4 9
Ambiguous Jump-Diffusions and Optimal Stopping 0 0 0 28 0 2 6 92
American options: the EPV pricing model 0 0 0 286 0 6 11 1,145
Arrow's Equivalency Theorem in a Model with Neoclassical Firms 0 0 0 17 0 2 6 106
Buridan's Ass and a Menu of Options 0 0 0 135 0 6 9 734
Capital Accumulation under Non-Gaussian Processes and the Marshallian Law 0 0 0 17 0 3 5 61
Correct implied volatility shapes and reliable pricing in the rough Heston model 0 0 0 3 4 6 9 15
Discount factors ex post and ex ante, and discounted utility anomalies 0 0 1 168 0 3 6 1,196
Discounting when income is stochastic and climate change policies 0 0 0 41 0 1 6 122
Efficient evaluation of double-barrier options and joint cpdf of a L\'evy process and its two extrema 0 0 0 1 1 1 3 4
Efficient evaluation of expectations of functions of a stable L\'evy process and its extremum 0 0 0 0 1 3 5 7
Efficient evaluation of joint pdf of a L\'evy process, its extremum, and hitting time of the extremum 0 0 0 0 0 4 5 7
Efficient inverse $Z$-transform and Wiener-Hopf factorization 0 0 0 1 1 4 9 12
Efficient inverse $Z$-transform and pricing barrier and lookback options with discrete monitoring 0 0 0 3 2 4 6 16
Efficient inverse $Z$-transform: sufficient conditions 0 0 0 3 4 9 12 15
Fast reliable pricing and calibration of the rough Heston model 0 1 2 2 0 7 8 8
Gauge transformations in the dual space, and pricing and estimation in the long run in affine jump-diffusion models 0 0 0 1 1 5 7 18
General option exercise rules, with applications to embedded options and monopolistic expansion 0 0 0 128 1 3 7 792
General option exercise rules, with applications to embedded options and monopolistic expansion 0 0 0 38 0 3 5 214
Inside and Outside Money, with an Application to the Russian Virtual Economy 0 0 1 96 1 12 20 276
L\'evy models amenable to efficient calculations 0 0 0 1 0 3 5 8
Models of Investment under Uncertainty when Shocks are Non-Gaussian. On the Impact of the Policy Uncertainty on Investment 0 0 1 145 0 3 8 518
Money Substitutes in the Russian Virtual Economy: Sources and Impact on the Economy 0 0 0 98 0 2 6 559
Optimal stopping in Levy models, for non-monotone discontinuous payoffs 0 0 0 28 0 4 8 110
Optimal stopping made easy 0 0 0 362 0 6 10 841
Practical guide to real options in discrete time 0 1 2 28 0 5 10 94
Practical guide to real options in discrete time 0 0 0 231 0 6 9 460
Practical guide to real options in discrete time 0 0 0 287 1 12 14 577
Practical guide to real options in discrete time II 0 0 0 219 0 8 11 408
Preemption Games under Levy Uncertainty 0 0 1 38 0 5 15 82
Real options and the universal bad news principle 0 0 0 183 1 6 7 550
Real options and the universal bad news principle 0 0 0 31 0 2 8 166
SINH-acceleration for B-spline projection with Option Pricing Applications 0 0 0 1 0 5 9 19
SINH-acceleration: efficient evaluation of probability distributions, option pricing, and Monte-Carlo simulations 0 0 0 4 0 3 5 30
Search, layoffs and reservation wages when job offers follow a stochastic process 0 0 0 68 1 5 7 268
Search-Money-and-Barter Models of Financial Stabilization 0 0 0 39 1 4 10 215
Simulation of a L\'evy process, its extremum, and hitting time of the extremum via characteristic functions 0 0 0 4 0 3 9 12
Static and semi-static hedging as contrarian or conformist bets 0 0 0 9 0 9 9 42
Universal bad news principle and pricing of options on dividend-paying assets 0 0 0 11 1 2 9 64
Total Working Papers 0 2 8 3,273 22 189 331 12,368

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 2 3 5 91
American options in Lévy models with stochastic interest rates 0 0 1 1 1 3 6 8
American options: the EPV pricing model 0 0 0 96 1 4 7 438
Arrow's equivalency theorem in a model with neoclassical firms 0 0 0 2 0 0 6 92
DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS 0 0 0 4 1 2 6 27
EFFICIENT EVALUATION OF DOUBLE-BARRIER OPTIONS 0 0 1 1 0 3 5 5
EFFICIENT LAPLACE INVERSION, WIENER-HOPF FACTORIZATION AND PRICING LOOKBACKS 0 0 1 5 1 6 8 27
EFFICIENT PRICING OF BARRIER OPTIONS AND CREDIT DEFAULT SWAPS IN LÉVY MODELS WITH STOCHASTIC INTEREST RATE 0 0 1 4 0 4 5 26
Efficient evaluation of expectations of functions of a Lévy process and its extremum 0 0 1 1 0 5 10 10
Exit problems in regime-switching models 0 0 0 44 0 2 5 132
General Option Exercise Rules, with Applications to Embedded Options and Monopolistic Expansion 0 0 0 34 1 4 5 208
Industry equilibrium with random exit or default 0 0 0 0 2 5 7 14
Inefficiency of sponsored research 0 0 0 2 1 4 14 23
Irreversible Decisions and Record-Setting News Principles 0 0 0 84 0 3 6 357
Lévy models amenable to efficient calculations 0 0 1 1 1 4 8 8
OPTION PRICING FOR TRUNCATED LÉVY PROCESSES 0 0 1 41 0 3 7 86
Optimal stopping made easy 0 0 0 60 2 8 11 152
PRACTICAL GUIDE TO REAL OPTIONS IN DISCRETE TIME 0 0 0 110 3 10 10 298
Preemption games under Lévy uncertainty 0 0 2 14 1 4 15 72
Pricing of perpetual Bermudan options 0 0 1 206 0 5 8 446
SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS 0 0 0 0 0 3 5 9
SINH-ACCELERATION: EFFICIENT EVALUATION OF PROBABILITY DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS 0 0 0 0 2 8 10 26
Static and semistatic hedging as contrarian or conformist bets 0 0 0 1 1 6 7 16
Super- and submodularity of stopping games with random observations 0 0 0 2 0 7 11 25
Supermodularity and incentive reversal in teams 1 1 3 3 4 11 26 26
Total Journal Articles 1 1 13 734 24 117 213 2,622

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 1 6 35
Non-Gaussian Merton-Black-Scholes Theory 1 4 7 70 1 6 17 215
Total Books 1 4 7 71 1 7 23 250

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 6 8 28
Barrier options 0 0 0 7 0 3 8 33
Discrete time models 0 0 0 0 1 1 1 13
Elements of calculus of pseudodifferential operators 0 0 0 1 0 1 3 15
Endogenous default and pricing of the corporate debt 0 0 0 0 0 2 3 13
Fast pricing of European options 0 0 0 0 0 4 7 21
Feller processes of normal inverse Gaussian type 0 0 0 4 2 3 4 23
First-touch digitals 0 0 0 0 1 1 2 16
Introduction 0 0 0 4 0 1 3 22
Investment under uncertainty and capital accumulation 0 0 0 1 0 0 3 14
Lévy processes 0 0 0 4 0 1 3 51
Multi-asset contracts 0 0 0 1 0 1 2 22
Perpetual American options 0 0 0 15 3 9 12 124
Pricing and hedging of contingent claims of European type 0 0 0 2 0 2 5 16
Pseudo-differential operators with constant symbols 0 0 0 4 0 1 5 56
Regular Lévy Processes of Exponential type in 1D 0 0 0 5 1 3 6 22
Total Chapters 0 0 0 49 8 39 75 489

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Statistics updated 2026-04-09