| Non-Gaussian Merton-Black-Scholes Theory S Boyarchenko, SZ Levendorskii World scientific, 2002 | 575 | 2002 |
| Option pricing for truncated Lévy processes SI Boyarchenko, SZ Levendorskiǐ International journal of theoretical and applied finance 3 (03), 549-552, 2000 | 343 | 2000 |
| Perpetual American options under Lévy processes SI Boyarchenko, SZ Levendorskii SIAM Journal on Control and Optimization 40 (6), 1663-1696, 2002 | 254 | 2002 |
| 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 | 187 | 2002 |
| Irreversible decisions under uncertainty: optimal stopping made easy S Boyarchenko, S Levendorskii Springer Science & Business Media, 2007 | 125 | 2007 |
| Irreversible decisions and record-setting news principles S Boyarchenko American Economic Review 94 (3), 557-568, 2004 | 84 | 2004 |
| American options in regime-switching models S Boyarchenko, S Levendorskii SIAM Journal on Control and Optimization 48 (3), 1353-1376, 2009 | 72 | 2009 |
| American options: the EPV pricing model S Boyarchenko, S Levendorskii Annals of Finance 1, 267-292, 2005 | 72 | 2005 |
| Generalizations of the Black-Scholes equation for truncated Lévy processes SI Boyarchenko, SZ Levendorskii Working Paper, 1999 | 68 | 1999 |
| Double barrier options in regime-switching hyper-exponential jump-diffusion models M Boyarchenko, S Boyarchenko International Journal of Theoretical and Applied Finance 14 (07), 1005-1043, 2011 | 44 | 2011 |
| General option exercise rules, with applications to embedded options and monopolistic expansion S Boyarchenko, SZ Levendorskii Contributions in Theoretical Economics 6 (1), 2006 | 43 | 2006 |
| Practical guide to real options in discrete time S Boyarchenko, S Levendorskiǐ International Economic Review 48 (1), 311-342, 2007 | 42 | 2007 |
| Efficient variations of the Fourier transform in applications to option pricing S Boyarchenko, S Levendorskii Journal of Computational Finance 18 (2), 2014 | 40 | 2014 |
| Exit problems in regime-switching models S Boyarchenko, S Levendorskiĭ Journal of Mathematical Economics 44 (2), 180-206, 2008 | 40 | 2008 |
| Preemption games under Lévy uncertainty S Boyarchenko, S Levendorskiĭ Games and Economic Behavior 88, 354-380, 2014 | 39 | 2014 |
| Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks S Boyarchenko, S Levendorskiĭ International Journal of Theoretical and Applied Finance 16 (03), 1350011, 2013 | 37 | 2013 |
| Pricing of perpetual Bermudan options SI Boyarchenko, SZ Levendorskii Quantitative Finance 2 (6), 432, 2002 | 37 | 2002 |
| American options in the Heston model with stochastic interest rate and its generalizations S Boyarchenko, S LevendorskiĬ Applied Mathematical Finance 20 (1), 26-49, 2013 | 29 | 2013 |
| American options in Lévy models with stochastic interest rates S Boyarchenko, S Levendorskii Available at SSRN 1015409, 2007 | 28* | 2007 |
| Non-Gaussian Merton-Black-Scholes Theory, volume 9 of Adv SI Boyarchenko, SZ Levendorskii Ser. Stat. Sci. Appl. Probab. World Scientific Publishing Co., River Edge, NJ, 2002 | 28 | 2002 |
