Showing 1 - 5 results of 5 for search 'Levendorskii, S.', query time: 0.17s Refine Results
  1. 1
    Sinh-acceleration: Efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations
    by Boyarchenko, S., Levendorskii, S.
    Published 2019
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    Article
  2. 2
    On rational pricing of derivative securities for a familiy of non-Gaussian processes
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  3. 3
    Investment under uncertainty when shocks are non-gaussian
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  4. 4
    Efficient Option Pricing under Levy Processes, with CVA and FVA
    by Jimmy eLaw, Chun Kong Shek, Sergei eLevendorskii
    Published 2015-07-01
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  5. 5
    Pricing discretely monitored barrier options and credit default swaps under Lévy processes
    by de Innocentis, Marco
    Published 2013
    Other Authors: “...Levendorskiĭ, Sergei...”
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