Concepedia

Mitya Boyarchenko

MB

19

Publications

529

Citations

15

H-Index

2006

Active since

Affiliations

University of Michigan(Current)

University of Chicago

University of Leicester

The University of Texas at Austin

BioSciCon (United States)

Mitya Boyarchenko is an author at University of Michigan specializing in representation theory, option pricing, and asset pricing.

Top concepts

Representation TheoryOption PricingFinanceBusinessEngineeringAsset PricingStochastic ProcessesEconomicsProbabilityDynamic Pricing

Publications per year

2006–2015

19

Publications

19

PRICES AND SENSITIVITIES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS

Mitya Boyarchenko, Sergei Levendorskiı̌ · International Journal of Theoretical and Applied Finance · 2009 · 66 citations

Economics, Option Pricing, Dynamic Pricing +13

VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES

Mitya Boyarchenko, Sergei Levendorskiı̌ · Mathematical Finance · 2010 · 52 citations · Full text

Stochastic Simulation, Option Pricing, Engineering +15

A motivated introduction to character sheaves and the orbit method for unipotent groups in positive characteristic

Mitya Boyarchenko, Vladimir Drinfeld · arXiv (Cornell University) · 2006 · 45 citations · Full text

Coxeter Group, Lie Group, Representation Theory +11

Local structure of generalized complex manifolds

Mohammed Abouzaid, Mitya Boyarchenko · Journal of Symplectic Geometry · 2006 · 38 citations · Full text

DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS

Mitya Boyarchenko, Svetlana Boyarchenko · International Journal of Theoretical and Applied Finance · 2011 · 34 citations

Option Pricing, Engineering, Double Barrier Options +11

Rows per page

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