Concepedia

Svetlana Boyarchenko

SB

29

Publications

1.3K

Citations

19

H-Index

2000

Active since

Affiliations

The University of Texas at Austin(Current)

BioSciCon (United States)

University of Leicester

University of Michigan

Rostov State University of Economics

Svetlana Boyarchenko is an author at The University of Texas at Austin specializing in business, option pricing, and asset pricing.

Top concepts

BusinessOption PricingAsset PricingStochastic CalculusEngineeringProbabilityFinanceStochastic ProcessesEconomicsPhysics

Publications per year

2000–2021

29

Publications

29

OPTION PRICING FOR TRUNCATED LÉVY PROCESSES

Svetlana Boyarchenko, Sergei Levendorskiı̌ · International Journal of Theoretical and Applied Finance · 2000 · 302 citations

Option Pricing, Engineering, Asset Pricing +11

Perpetual American Options Under Lévy Processes

Svetlana Boyarchenko · SIAM Journal on Control and Optimization · 2002 · 195 citations

Hopf Factorization Formula, Option Pricing, Economics +13

Barrier options and touch-and-out options under regular Lévy processes of exponential type

Svetlana Boyarchenko, Sergei Levendorskiı̌ · The Annals of Applied Probability · 2002 · 155 citations

Option Pricing, Asset Pricing, Physics +15

Irreversible Decisions and Record-Setting News Principles

Svetlana Boyarchenko · American Economic Review · 2004 · 76 citations

Communication, Fat Tails, Media Studies +19

American Options in Regime-Switching Models

Svetlana Boyarchenko, Sergei Levendorskiı̌ · SIAM Journal on Control and Optimization · 2009 · 57 citations

Pricing Problem, Economics, Option Pricing +11

Rows per page

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