Sergei Levendorskii

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Papers (7)

1. Static and semi-static hedging as contrarian or conformist bets q-fin.CP · 2019 · author #2
2. Beyond the classical Weyl and Colin de Verdiere's formulas for Schrodinger operators with polynomial magnetic and electric fields math.SP · 2004 · author #2
3. Universal bad news principle and pricing of options on dividend-paying assets cond-mat.other · 2004 · author #2
4. Consistency conditions for affine term structure models cond-mat.other · 2004 · author #1
5. Practical guide to real options in discrete time cond-mat.other · 2004 · author #2
6. The American put and European options near expiry, under Levy processes cond-mat.other · 2004 · author #1
7. Pseudo-diffusions and Quadratic term structure models cond-mat.stat-mech · 2002 · author #1

Mentions

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Frequent Coauthors

• Svetlana Boyarchenko 3 shared papers
• Mitya Boyarchenko 1 shared papers