| Non-Gaussian Merton-Black-Scholes Theory S Boyarchenko, SZ Levendorskii World scientific, 2002 | 540 | 2002 |
| Option pricing for truncated Lévy processes SI Boyarchenko, SZ Levendorskiǐ International journal of theoretical and applied finance 3 (03), 549-552, 2000 | 308 | 2000 |
| Perpetual American options under Lévy processes SI Boyarchenko, SZ Levendorskii SIAM Journal on Control and Optimization 40 (6), 1663-1696, 2002 | 230 | 2002 |
| Algebras of functions on compact quantum groups, Schubert cells and quantum tori S Levendorskii, Y Soibelman Communications in Mathematical Physics 139 (1), 141-170, 1991 | 197 | 1991 |
| Pricing of the American put under Lévy processes SZ Levendorskiǐ International Journal of Theoretical and Applied Finance 7 (03), 303-335, 2004 | 171 | 2004 |
| Feller processes of normal inverse Gaussian type OE Barndorff-Nielsen, SZ Levendorskii Quantitative Finance 1 (3), 318, 2001 | 169 | 2001 |
| Barrier options and touch-and-out options under regular Lévy processes of exponential type S Boyarchenko, S Levendorskiĭ The Annals of Applied Probability 12 (4), 1261-1298, 2002 | 168 | 2002 |
| Fast and accurate pricing of barrier options under Lévy processes O Kudryavtsev, S Levendorskiǐ Finance and Stochastics 13 (4), 531-562, 2009 | 115 | 2009 |
| Irreversible decisions under uncertainty: optimal stopping made easy S Boyarchenko, S Levendorskii Springer Science & Business Media, 2007 | 109 | 2007 |
| On the structure of spectra of periodic elliptic operators P Kuchment, S Levendorskiî Transactions of the American Mathematical Society 354 (2), 537-569, 2002 | 80 | 2002 |
| The quantum Weyl group and the universal quantumR-matrix for affine lie algebraA 1 (1) S Levendorskii, Y Soibelman, V Stukopin letters in mathematical physics 27 (4), 253-264, 1993 | 69 | 1993 |
| American options: the EPV pricing model S Boyarchenko, S Levendorskii Annals of Finance 1 (3), 267-292, 2005 | 66 | 2005 |
| Prices and sensitivities of barrier and first-touch digital options in Lévy-driven models M Boyarchenko, S Levendorskiĭ International Journal of Theoretical and Applied Finance 12 (08), 1125-1170, 2009 | 62 | 2009 |
| Asymptotic distribution of eigenvalues of differential operators S Levendorskij Kluwer Academic Publishers, 1990 | 62 | 1990 |
| Generalizations of the Black-Scholes equation for truncated Lévy processes SI Boyarchenko, SZ Levendorskii Working Paper, 1999 | 61 | 1999 |
| Degenerate elliptic equations S Levendorskii Springer Science & Business Media, 1993 | 61 | 1993 |
| The eigenfunction expansion method in multi‐factor quadratic term structure models N Boyarchenko, S Levendorskiǐ Mathematical finance 17 (4), 503-539, 2007 | 60 | 2007 |
| American options in regime-switching models S Boyarchenko, S Levendorskii SIAM Journal on Control and Optimization 48 (3), 1353-1376, 2009 | 59 | 2009 |
| Early exercise boundary and option prices in Lévy driven models SZ Levendorskiǐ Quantitative Finance 4 (5), 525-547, 2004 | 55 | 2004 |
| Efficient pricing and reliable calibration in the Heston model S Levendorskiĭ International Journal of Theoretical and Applied Finance 15 (07), 1250050, 2012 | 47 | 2012 |
Oleg KudryavtsevRussian Customs Academy Rostov branch, Department of InformaticsVerified email at donrta.ru
