Svetlana Boyarchenko
Finance · 2000–2010
A researcher in the Science corpus: 4 papers; trusts 6 researchers and is trusted by 32 researchers here, as inferred from the citation graph.
Subfields
- Finance — 14 citations into it; #935 of 10,518 by trust here, #2,034 by citations
- Economics and Econometrics — 11 citations into it; #3,194 of 23,481 by trust here, #8,289 by citations
- Statistics and Probability — 6 citations into it
Whom Svetlana Boyarchenko trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Ernst Eberlein
- Ole E. Barndorff-Nielsen
- N. Shephard
- Rosario Nunzio Mantegna
- H. Eugene Stanley
- Ernesto Mordecki
- Marek Musiela
- Michael SØrensen
- J. L. Pedersen
- Dilip B Madan 5
Who trusts Svetlana Boyarchenko overall
- Peter Tankov
- M. Jeannin
- Ana-Maria Matache
- Alexey Kuznetsov
- Sergei Levendorskii
- J. Rosínski
- Martijn Pistorius
- Ernesto Mordecki
- Young Shin Kim
- Á. Cartea
Papers from Svetlana Boyarchenko's perspective
Ordered by how strongly the researchers Svetlana Boyarchenko trusts endorse each paper. Same corpus, a different order for every researcher.
- The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
- Processes of normal inverse Gaussian type
- Application of Generalized Hyperbolic Lévy Motions to Finance
- Normal Modified Stable Processes
- Martingale Methods in Financial Modelling
- Generalized autoregressive conditional heteroskedasticity
- Optimal stopping and perpetual options for Lévy processes
- The Variance Gamma (V.G.) Model for Share Market Returns
- Financial Modelling with Jump Processes
- Separating Microstructure Noise from Volatility
Their papers
- Barrier options and touch- and-out options under regular Lévy processes of exponential type (2002) — 147 citations
- OPTION PRICING FOR TRUNCATED LÉVY PROCESSES (2000) — 269 citations
- Irreversible Decisions under Uncertainty: Optimal Stopping Made Easy (2010) — 67 citations
- Non-Gaussian Merton-Black-Scholes theory (2002) — 413 citations