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 5 7 1,513
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 3 10 10
Alternative models for FX: pricing double barrier options in regime-switching L\'evy models with memory 0 0 0 0 1 3 7 12
Ambiguous Jump-Diffusions and Optimal Stopping 0 0 0 28 0 2 8 94
American options: the EPV pricing model 0 0 0 286 0 1 11 1,146
Arrow's Equivalency Theorem in a Model with Neoclassical Firms 0 0 0 17 0 3 9 109
Buridan's Ass and a Menu of Options 0 0 0 135 0 3 12 737
Capital Accumulation under Non-Gaussian Processes and the Marshallian Law 0 0 0 17 0 3 8 64
Correct implied volatility shapes and reliable pricing in the rough Heston model 0 0 0 3 0 10 15 21
Discount factors ex post and ex ante, and discounted utility anomalies 0 0 1 168 0 3 9 1,199
Discounting when income is stochastic and climate change policies 0 0 0 41 0 4 10 126
Efficient evaluation of double-barrier options and joint cpdf of a L\'evy process and its two extrema 0 0 0 1 0 2 4 5
Efficient evaluation of expectations of functions of a stable L\'evy process and its extremum 0 0 0 0 0 4 8 10
Efficient evaluation of joint pdf of a L\'evy process, its extremum, and hitting time of the extremum 0 0 0 0 0 2 7 9
Efficient inverse $Z$-transform and Wiener-Hopf factorization 0 0 0 1 1 3 11 14
Efficient inverse $Z$-transform and pricing barrier and lookback options with discrete monitoring 0 0 0 3 1 6 10 20
Efficient inverse $Z$-transform: sufficient conditions 0 0 0 3 0 7 15 18
Fast reliable pricing and calibration of the rough Heston model 0 0 2 2 0 3 11 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 5 11 22
General option exercise rules, with applications to embedded options and monopolistic expansion 0 0 0 128 0 4 9 795
General option exercise rules, with applications to embedded options and monopolistic expansion 0 0 0 38 0 2 7 216
Inside and Outside Money, with an Application to the Russian Virtual Economy 0 0 1 96 0 4 23 279
L\'evy models amenable to efficient calculations 0 0 0 1 0 0 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 1 2 10 520
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 3 10 113
Optimal stopping made easy 0 0 0 362 1 7 17 848
Practical guide to real options in discrete time 0 0 0 231 0 6 15 466
Practical guide to real options in discrete time 0 0 2 28 1 2 11 96
Practical guide to real options in discrete time 0 0 0 287 0 4 17 580
Practical guide to real options in discrete time II 0 0 0 219 0 2 13 410
Preemption Games under Levy Uncertainty 0 0 1 38 0 0 15 82
Real options and the universal bad news principle 0 0 0 183 0 3 9 552
Real options and the universal bad news principle 0 0 0 31 0 3 11 169
SINH-acceleration for B-spline projection with Option Pricing Applications 0 0 0 1 1 4 13 23
SINH-acceleration: efficient evaluation of probability distributions, option pricing, and Monte-Carlo simulations 0 0 0 4 0 0 5 30
Search, layoffs and reservation wages when job offers follow a stochastic process 0 0 0 68 0 4 10 271
Search-Money-and-Barter Models of Financial Stabilization 0 0 0 39 0 4 13 218
Simulation of a L\'evy process, its extremum, and hitting time of the extremum via characteristic functions 0 0 0 4 0 0 9 12
Static and semi-static hedging as contrarian or conformist bets 0 0 0 9 1 5 14 47
Universal bad news principle and pricing of options on dividend-paying assets 0 0 0 11 2 3 11 66
Total Working Papers 0 0 8 3,273 12 134 438 12,480

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 5 8 94
American options in Lévy models with stochastic interest rates 0 0 0 1 2 7 11 14
American options: the EPV pricing model 0 0 0 96 1 2 8 439
Arrow's equivalency theorem in a model with neoclassical firms 0 0 0 2 0 1 7 93
DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS 0 0 0 4 0 3 8 29
EFFICIENT EVALUATION OF DOUBLE-BARRIER OPTIONS 0 0 1 1 0 1 6 6
EFFICIENT LAPLACE INVERSION, WIENER-HOPF FACTORIZATION AND PRICING LOOKBACKS 0 0 1 5 0 4 11 30
EFFICIENT PRICING OF BARRIER OPTIONS AND CREDIT DEFAULT SWAPS IN LÉVY MODELS WITH STOCHASTIC INTEREST RATE 0 0 1 4 0 1 6 27
Efficient evaluation of expectations of functions of a Lévy process and its extremum 0 0 1 1 0 1 11 11
Exit problems in regime-switching models 0 0 0 44 0 2 7 134
General Option Exercise Rules, with Applications to Embedded Options and Monopolistic Expansion 0 0 0 34 0 1 5 208
Industry equilibrium with random exit or default 0 0 0 0 0 3 8 15
Inefficiency of sponsored research 0 0 0 2 0 3 15 25
Irreversible Decisions and Record-Setting News Principles 0 0 0 84 0 2 8 359
Lévy models amenable to efficient calculations 0 0 1 1 1 3 9 10
OPTION PRICING FOR TRUNCATED LÉVY PROCESSES 0 0 1 41 1 7 12 93
Optimal stopping made easy 0 0 0 60 0 7 16 157
PRACTICAL GUIDE TO REAL OPTIONS IN DISCRETE TIME 0 0 0 110 0 4 11 299
Preemption games under Lévy uncertainty 0 0 2 14 0 2 14 73
Pricing of perpetual Bermudan options 0 0 1 206 1 1 9 447
SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS 0 0 0 0 0 2 7 11
SINH-ACCELERATION: EFFICIENT EVALUATION OF PROBABILITY DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS 0 0 0 0 1 4 12 28
Static and semistatic hedging as contrarian or conformist bets 0 0 0 1 1 5 11 20
Super- and submodularity of stopping games with random observations 0 0 0 2 1 5 16 30
Supermodularity and incentive reversal in teams 0 1 3 3 1 8 30 30
Total Journal Articles 0 1 12 734 10 84 266 2,682

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 1 3 9 38
Non-Gaussian Merton-Black-Scholes Theory 0 2 8 71 1 6 21 220
Total Books 0 2 8 72 2 9 30 258

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 2 10 35
Discrete time models 0 0 0 0 1 4 4 16
Elements of calculus of pseudodifferential operators 0 0 0 1 0 2 5 17
Endogenous default and pricing of the corporate debt 0 0 0 0 0 5 8 18
Fast pricing of European options 0 0 0 0 0 1 7 22
Feller processes of normal inverse Gaussian type 0 0 0 4 0 5 7 26
First-touch digitals 0 0 0 0 0 3 4 18
Introduction 0 0 0 4 0 2 5 24
Investment under uncertainty and capital accumulation 0 0 0 1 0 1 4 15
Lévy processes 0 0 0 4 0 4 7 55
Multi-asset contracts 0 0 0 1 0 3 5 25
Perpetual American options 0 0 0 15 0 7 16 128
Pricing and hedging of contingent claims of European type 0 0 0 2 1 4 8 20
Pseudo-differential operators with constant symbols 0 0 0 4 1 3 7 59
Regular Lévy Processes of Exponential type in 1D 0 0 0 5 0 5 10 26
Total Chapters 0 0 0 49 3 51 115 532

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Statistics updated 2026-06-04