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Information about:
Svetlana Boyarchenko

Personal Details | Affiliation | Works
This is information that was supplied by Svetlana Boyarchenko in registering through RePEc. If you are Svetlana Boyarchenko , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Svetlana
Middle Name:
Last Name: Boyarchenko
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RePEc Short-ID: pbo123

Email:
Homepage: http://www.eco.utexas.edu/~sboyarch
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Affiliation

(in no particular order)

No affiliation has been provided

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Svetlana Boyarchenko & Sergei Levendorskii, 2005. "General option exercise rules, with applications to embedded options and monopolistic expansion," Finance 0511001, EconWPA. [Downloadable!]
    Other versions:

  2. Svetlana Boyarchenko & Sergei Levendorskii, 2005. "Practical guide to real options in discrete time II," Finance 0501014, EconWPA. [Downloadable!]

  3. Svetlana Boyarchenko & Sergei Levendorskii, 2005. "Discount factors ex post and ex ante, and discounted utility anomalies," Microeconomics 0510013, EconWPA, revised 17 Nov 2005. [Downloadable!]

  4. Svetlana Boyarchenko & Sergei Levendorskii, 2005. "A theory of endogenous time preference, and discounted utility anomalies," Microeconomics 0506005, EconWPA. [Downloadable!]

  5. Svetlana Boyarchenko, 2005. "Buridan's Ass and a Menu of Options," Game Theory and Information 0501006, EconWPA, revised 13 Dec 2005. [Downloadable!]

  6. Svetlana Boyarchenko & Sergei Levendorskii, 2004. "Real options and the universal bad news principle," Finance 0405011, EconWPA. [Downloadable!]
    Other versions:

  7. Svetlana Boyarchenko & Sergei Levendorskii, 2004. "Practical guide to real options in discrete time," Finance 0405016, EconWPA. [Downloadable!]
    Other versions:
    Published as:

  8. Svetlana Boyarchenko & Sergei Levendorskii, 2004. "Inside and Outside Money, with an Application to the Russian Virtual Economy," Macroeconomics 0405009, EconWPA. [Downloadable!]

  9. Svetlana Boyarchenko & Sergei Levendorskii, 2004. "American options: the EPV pricing model," Finance 0405024, EconWPA. [Downloadable!]
    Published as:

  10. Svetlana Boyarchenko, 2004. "Search, layoffs and reservation wages when job offers follow a stochastic process," Macroeconomics 0409014, EconWPA. [Downloadable!]

  11. Svetlana Boyarchenko & Sergey Levendorskiy, 2004. "Optimal stopping made easy," Finance 0410016, EconWPA. [Downloadable!]
    Published as:

  12. Agapov Stanislav & Boyarchenko Svetlana & Levendorsky Sergey, 2003. "A Three-Sector Model of the Russian Virtual Economy," EERC Working Paper Series 02-06e, EERC Research Network, Russia and CIS. [Downloadable!]

  13. Svetlana Boyarchenko, 2001. "Arrow's Equivalency Theorem in a Model with Neoclassical Firms," Penn CARESS Working Papers 19898b45c40f0986f4bd94f12, Penn Economics Department. [Downloadable!]
    Published as:

  14. Svetlana Boyarchenko, 2001. "Capital Accumulation under Non-Gaussian Processes and the Marshallian Law," Penn CARESS Working Papers 471ab9dee66c9aa1d3ef23dd9, Penn Economics Department. [Downloadable!]

  15. Boyarchenko Svetlana & Levendorsky Sergey, 2001. "Money Substitutes in the Russian Virtual Economy: Sources and Impact on the Economy," EERC Working Paper Series 2k-08e, EERC Research Network, Russia and CIS. [Downloadable!]

  16. S.I. Boyarchenko & S.Z. Levendorskii, 2000. "Search-Money-and-Barter Models of Financial Stabilization," William Davidson Institute Working Papers Series 332, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]

  17. Boyarchenko Svetlana & Levendorsky Sergey, 1998. "Models of Investment under Uncertainty when Shocks are Non-Gaussian. On the Impact of the Policy Uncertainty on Investment," EERC Working Paper Series 98-02e, EERC Research Network, Russia and CIS. [Downloadable!]

Articles

  1. Boyarchenko, Svetlana & Levendorskii, Sergei, 2008. "Exit problems in regime-switching models," Journal of Mathematical Economics, Elsevier, vol. 44(2), pages 180-206, January. [Downloadable!] (restricted)

  2. Boyarchenko, Svetlana & Levendorskii[caron], Sergei, 2007. "Optimal stopping made easy," Journal of Mathematical Economics, Elsevier, vol. 43(2), pages 201-217, February. [Downloadable!] (restricted)
    Other versions:

  3. Svetlana Boyarchenko & Sergei Levendorski&icaron;, 2007. "Practical Guide To Real Options In Discrete Time," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(1), pages 311-342, 02. [Downloadable!] (restricted)
    Other versions:

  4. Svetlana Boyarchenko & Sergei Levendorskii, 2005. "American options: the EPV pricing model," Annals of Finance, Springer, vol. 1(3), pages 267-292, 08. [Downloadable!] (restricted)
    Other versions:

  5. Svetlana Boyarchenko, 2004. "Irreversible Decisions and Record-Setting News Principles," American Economic Review, American Economic Association, vol. 94(3), pages 557-568, June. [Downloadable!]

  6. Svetlana Boyarchenko, 2004. "Arrow's equivalency theorem in a model with neoclassical firms," Economic Theory, Springer, vol. 23(4), pages 739-775, May. [Downloadable!] (restricted)
    Other versions:

  7. S.I. Boyarchenko & S.Z. Levendorskii, 2002. "Pricing of perpetual Bermudan options," Quantitative Finance, Taylor and Francis Journals, vol. 2(6), pages 432-442, June. [Downloadable!] (restricted)

  8. RePEc:bep:thecon:v:6:y:2006:i:1:p:1292-1292 is not listed on IDEAS

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2004-05-09
  2. NEP-CIS: Confederation of Independent States (1) 2004-05-26
  3. NEP-CMP: Computational Economics (1) 2004-07-26
  4. NEP-CWA: Central & Western Asia (1) 2004-05-16
  5. NEP-DGE: Dynamic General Equilibrium (1) 2005-06-19
  6. NEP-EEC: European Economics (2) 2001-09-10 2004-05-16
  7. NEP-EVO: Evolutionary Economics (1) 2005-04-16
  8. NEP-FIN: Finance (5) 2004-05-09 2004-05-26 2004-05-26 2005-06-19 2005-11-05 Author is listed
  9. NEP-MON: Monetary Economics (2) 2001-09-10 2004-05-16
  10. NEP-RMG: Risk Management (1) 2004-07-26
  11. NEP-TRA: Transition Economics (2) 2003-04-27 2004-05-26
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This page was last updated on 2009-11-19.

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