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Svetlana Boyarchenko

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Personal Details

First Name:Svetlana
Middle Name:
Last Name:Boyarchenko
Suffix:
RePEc Short-ID:pbo123
Austin, Texas (United States)
http://www.utexas.edu/cola/depts/economics/

: +1 (512) 471-3211
+1 (512) 471-3510
Austin, Texas 78712
RePEc:edi:deutxus (more details at EDIRC)
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  1. Svetlana Boyarchenko & Sergei Levendorskii, 2014. "Ambiguous Jump-Diffusions and Optimal Stopping," Department of Economics Working Papers 141031, The University of Texas at Austin, Department of Economics.
  2. Svetlana Boyarchenko & Sergei Levendorskii, 2011. "Preemption Games under Levy Uncertainty," Department of Economics Working Papers 131101, The University of Texas at Austin, Department of Economics, revised Oct 2014.
  3. Boyarchenko, Svetlana & Levendorskii, Sergei, 2010. "Discounting when income is stochastic and climate change policies," MPRA Paper 27998, University Library of Munich, Germany.
  4. Boyarchenko, Svetlana & Levendorskii, Sergei, 2010. "Optimal stopping in Levy models, for non-monotone discontinuous payoffs," MPRA Paper 27999, University Library of Munich, Germany.
  5. Svetlana Boyarchenko & Sergei Levendorskii, 2005. "Practical guide to real options in discrete time II," Finance 0501014, EconWPA.
  6. Svetlana Boyarchenko & Sergei Levendorskii, 2005. "Discount factors ex post and ex ante, and discounted utility anomalies," Microeconomics 0510013, EconWPA, revised 17 Nov 2005.
  7. Svetlana Boyarchenko & Sergei Levendorskii, 2005. "A theory of endogenous time preference, and discounted utility anomalies," Microeconomics 0506005, EconWPA.
  8. Svetlana Boyarchenko, 2005. "Buridan's Ass and a Menu of Options," Game Theory and Information 0501006, EconWPA, revised 13 Dec 2005.
  9. Svetlana Boyarchenko & Sergei Levendorskii, 2005. "General option exercise rules, with applications to embedded options and monopolistic expansion," Finance 0511001, EconWPA.
  10. Svetlana Boyarchenko & Sergei Levendorskii, 2004. "Real options and the universal bad news principle," Finance 0405011, EconWPA.
  11. Svetlana Boyarchenko, 2004. "Search, layoffs and reservation wages when job offers follow a stochastic process," Macroeconomics 0409014, EconWPA.
  12. Svetlana Boyarchenko & Sergei Levendorskii, 2004. "American options: the EPV pricing model," Finance 0405024, EconWPA.
  13. Svetlana Boyarchenko & Sergey Levendorskiy, 2004. "Optimal stopping made easy," Finance 0410016, EconWPA.
  14. Svetlana Boyarchenko & Sergei Levendorskii, 2004. "Inside and Outside Money, with an Application to the Russian Virtual Economy," Macroeconomics 0405009, EconWPA.
  15. Svetlana Boyarchenko & Sergei Levendorskii, 2004. "Practical guide to real options in discrete time," Finance 0405016, EconWPA.
  16. Svetlana Boyarchenko & Sergei Levendorskii, 2004. "Universal bad news principle and pricing of options on dividend-paying assets," Papers cond-mat/0404108, arXiv.org.
  17. 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.
  18. Svetlana Boyarchenko, 2001. "Capital Accumulation under Non-Gaussian Processes and the Marshallian Law," Penn CARESS Working Papers 471ab9dee66c9aa1d3ef23dd9, Penn Economics Department.
  19. Svetlana Boyarchenko, 2001. "Arrow's Equivalency Theorem in a Model with Neoclassical Firms," Penn CARESS Working Papers 19898b45c40f0986f4bd94f12, Penn Economics Department.
  20. 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.
  21. 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.
  22. 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.
  1. Boyarchenko, Svetlana & Levendorskiĭ, Sergei, 2014. "Preemption games under Lévy uncertainty," Games and Economic Behavior, Elsevier, vol. 88(C), pages 354-380.
  2. Svetlana Boyarchenko & Sergei LevendorskiĬ, 2013. "American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations," Applied Mathematical Finance, Taylor & Francis Journals, vol. 20(1), pages 26-49, March.
  3. Svetlana Boyarchenko & Sergei Levendorskiĭ, 2013. "Efficient Laplace Inversion, Wiener-Hopf Factorization And Pricing Lookbacks," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 16(03), pages 1-40.
  4. Mitya Boyarchenko & Svetlana Boyarchenko, 2011. "Double Barrier Options In Regime-Switching Hyper-Exponential Jump-Diffusion Models," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 14(07), pages 1005-1043.
  5. Boyarchenko, Svetlana & Levendorskii, Sergei, 2008. "Exit problems in regime-switching models," Journal of Mathematical Economics, Elsevier, vol. 44(2), pages 180-206, January.
  6. Boyarchenko, Svetlana & Levendorskii[caron], Sergei, 2007. "Optimal stopping made easy," Journal of Mathematical Economics, Elsevier, vol. 43(2), pages 201-217, February.
  7. 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.
  8. Boyarchenko Svetlana & Levendorskii Sergei Z, 2006. "General Option Exercise Rules, with Applications to Embedded Options and Monopolistic Expansion," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 6(1), pages 1-51, June.
  9. Svetlana Boyarchenko & Sergei Levendorskii, 2005. "American options: the EPV pricing model," Annals of Finance, Springer, vol. 1(3), pages 267-292, 08.
  10. Svetlana Boyarchenko, 2004. "Arrow's equivalency theorem in a model with neoclassical firms," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 23(4), pages 739-775, May.
  11. Svetlana Boyarchenko, 2004. "Irreversible Decisions and Record-Setting News Principles," American Economic Review, American Economic Association, vol. 94(3), pages 557-568, June.
  12. S. I. Boyarchenko & S. Z. Levendorskii, 2002. "Pricing of perpetual Bermudan options," Quantitative Finance, Taylor & Francis Journals, vol. 2(6), pages 432-442.
    RePEc:wsi:ijtafx:v:14:y:2011:i:07:p:1005-1043 is not listed on IDEAS
    RePEc:wsi:ijtafx:v:16:y:2013:i:03:p:1350011-1-1350011-40 is not listed on IDEAS
  1. Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002. "Multi-asset contracts," World Scientific Book Chapters,in: Non-Gaussian Merton-Black-Scholes Theory, chapter 9, pages 199-219 World Scientific Publishing Co. Pte. Ltd..
  2. Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002. "Elements of calculus of pseudodifferential operators," World Scientific Book Chapters,in: Non-Gaussian Merton-Black-Scholes Theory, chapter 16, pages 365-383 World Scientific Publishing Co. Pte. Ltd..
  3. Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002. "Fast pricing of European options," World Scientific Book Chapters,in: Non-Gaussian Merton-Black-Scholes Theory, chapter 12, pages 255-266 World Scientific Publishing Co. Pte. Ltd..
  4. Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002. "Introduction," World Scientific Book Chapters,in: Non-Gaussian Merton-Black-Scholes Theory, chapter 1, pages 1-37 World Scientific Publishing Co. Pte. Ltd..
  5. Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002. "Regular Lévy Processes of Exponential type in 1D," World Scientific Book Chapters,in: Non-Gaussian Merton-Black-Scholes Theory, chapter 3, pages 67-96 World Scientific Publishing Co. Pte. Ltd..
  6. Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002. "First-touch digitals," World Scientific Book Chapters,in: Non-Gaussian Merton-Black-Scholes Theory, chapter 7, pages 165-183 World Scientific Publishing Co. Pte. Ltd..
  7. Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002. "Pseudo-differential operators with constant symbols," World Scientific Book Chapters,in: Non-Gaussian Merton-Black-Scholes Theory, chapter 15, pages 295-364 World Scientific Publishing Co. Pte. Ltd..
  8. Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002. "American options: finite time horizon," World Scientific Book Chapters,in: Non-Gaussian Merton-Black-Scholes Theory, chapter 6, pages 151-164 World Scientific Publishing Co. Pte. Ltd..
  9. Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002. "Endogenous default and pricing of the corporate debt," World Scientific Book Chapters,in: Non-Gaussian Merton-Black-Scholes Theory, chapter 11, pages 231-253 World Scientific Publishing Co. Pte. Ltd..
  10. Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002. "Feller processes of normal inverse Gaussian type," World Scientific Book Chapters,in: Non-Gaussian Merton-Black-Scholes Theory, chapter 14, pages 281-294 World Scientific Publishing Co. Pte. Ltd..
  11. Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002. "Perpetual American options," World Scientific Book Chapters,in: Non-Gaussian Merton-Black-Scholes Theory, chapter 5, pages 121-149 World Scientific Publishing Co. Pte. Ltd..
  12. Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002. "Barrier options," World Scientific Book Chapters,in: Non-Gaussian Merton-Black-Scholes Theory, chapter 8, pages 185-198 World Scientific Publishing Co. Pte. Ltd..
  13. Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002. "Discrete time models," World Scientific Book Chapters,in: Non-Gaussian Merton-Black-Scholes Theory, chapter 13, pages 267-280 World Scientific Publishing Co. Pte. Ltd..
  14. Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002. "Lévy processes," World Scientific Book Chapters,in: Non-Gaussian Merton-Black-Scholes Theory, chapter 2, pages 39-66 World Scientific Publishing Co. Pte. Ltd..
  15. Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002. "Investment under uncertainty and capital accumulation," World Scientific Book Chapters,in: Non-Gaussian Merton-Black-Scholes Theory, chapter 10, pages 221-230 World Scientific Publishing Co. Pte. Ltd..
  16. Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002. "Pricing and hedging of contingent claims of European type," World Scientific Book Chapters,in: Non-Gaussian Merton-Black-Scholes Theory, chapter 4, pages 97-120 World Scientific Publishing Co. Pte. Ltd..
  1. Svetlana I Boyarchenko & Sergei Z Levendorskii, 2002. "Non-Gaussian Merton-Black-Scholes Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 4955.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (5) 2004-05-09 2004-05-26 2004-05-26 2005-06-19 2005-11-05. Author is listed
  2. NEP-ORE: Operations Research (2) 2011-01-23 2014-12-13
  3. NEP-TRA: Transition Economics (2) 2003-04-27 2004-05-26
  4. NEP-CFN: Corporate Finance (1) 2004-05-09
  5. NEP-CIS: Confederation of Independent States (1) 2004-05-26
  6. NEP-CMP: Computational Economics (1) 2004-07-26
  7. NEP-COM: Industrial Competition (1) 2014-12-13
  8. NEP-CWA: Central & Western Asia (1) 2004-05-16
  9. NEP-DGE: Dynamic General Equilibrium (1) 2005-06-19
  10. NEP-EEC: European Economics (1) 2004-05-16
  11. NEP-ENE: Energy Economics (1) 2011-01-23
  12. NEP-ENV: Environmental Economics (1) 2011-01-23
  13. NEP-EVO: Evolutionary Economics (1) 2005-04-16
  14. NEP-GTH: Game Theory (1) 2014-12-13
  15. NEP-MIC: Microeconomics (1) 2014-12-13
  16. NEP-MON: Monetary Economics (1) 2004-05-16
  17. NEP-RMG: Risk Management (1) 2004-07-26

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