Levendorskiĭ, S. Z. Pricing of the American put under Lévy processes. (English) Zbl 1107.91050 Int. J. Theor. Appl. Finance 7, No. 3, 303-335 (2004). MSC: 91B28 60G51 PDFBibTeX XMLCite \textit{S. Z. Levendorskiĭ}, Int. J. Theor. Appl. Finance 7, No. 3, 303--335 (2004; Zbl 1107.91050) Full Text: DOI
Boyarchenko, Svetlana; Levendorskiĭ, Sergei Barrier options and touch-and-out options under regular Lévy processes of exponential type. (English) Zbl 1015.60036 Ann. Appl. Probab. 12, No. 4, 1261-1298 (2002). Reviewer: Anatoliy Swishchuk (Toronto) MSC: 60G40 91G20 PDFBibTeX XMLCite \textit{S. Boyarchenko} and \textit{S. Levendorskiĭ}, Ann. Appl. Probab. 12, No. 4, 1261--1298 (2002; Zbl 1015.60036) Full Text: DOI
Boyarchenko, Svetlana I.; Levendorskij, Sergei Z. Option pricing for truncated Lévy processes. (English) Zbl 0973.91037 Int. J. Theor. Appl. Finance 3, No. 3, 549-552 (2000). MSC: 91G20 91B30 PDFBibTeX XMLCite \textit{S. I. Boyarchenko} and \textit{S. Z. Levendorskij}, Int. J. Theor. Appl. Finance 3, No. 3, 549--552 (2000; Zbl 0973.91037) Full Text: DOI