Svetlana Boyarchenko

Identifiers

• name variant Svetlana Boyarchenko 0.60 · backfill

Papers (5)

1. Static and semi-static hedging as contrarian or conformist bets q-fin.CP · 2019 · author #1
2. SINH-acceleration: efficient evaluation of probability distributions, option pricing, and Monte-Carlo simulations q-fin.CP · 2018 · author #1
3. Conformal accelerations method and efficient evaluation of stable distributions, revisited math.NA · 2018 · author #1
4. Universal bad news principle and pricing of options on dividend-paying assets cond-mat.other · 2004 · author #1
5. Practical guide to real options in discrete time cond-mat.other · 2004 · author #1

Mentions

• 1808.05295 #1 · arxiv_oai · confidence 0.70 Svetlana Boyarchenko
• 1808.04321 #1 · arxiv_oai · confidence 0.70 Svetlana Boyarchenko

Frequent Coauthors

• Sergei Levendorskii 3 shared papers
• Sergei Levendorski\u{i} 2 shared papers