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Levendorskiĭ, Sergeĭ Zakharovich

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Author ID: levendorskii.sergei-zakharovich Recent zbMATH articles by "Levendorskiĭ, Sergeĭ Zakharovich"
Published as: Levendorski, Sergei; Levendorskii, S. Z.; Levendorskii, Sergei; Levendorskij, S. Z.; Levendorskij, Serge; Levendorskij, Serge Z.; Levendorskij, Sergei Z.; Levendorskií, Sergei; Levendorskiĭ, S. Z.; Levendorskiĭ, Sergei; Levendorskiǐ, S. Z.; Levendorskiǐ, Sergei; Levendoskiĭ, Sergei
External Links: Math-Net.Ru · dblp
Documents Indexed: 122 Publications since 1979, including 5 Books
all top 5

Serials

13 Soviet Mathematics. Doklady
12 International Journal of Theoretical and Applied Finance
8 Functional Analysis and its Applications
5 Mathematical Finance
5 Quantitative Finance
4 Letters in Mathematical Physics
4 Mathematics of the USSR. Izvestiya
4 Mathematics of the USSR, Sbornik
3 SIAM Journal on Control and Optimization
3 Siberian Mathematical Journal
3 Acta Applicandae Mathematicae
2 Communications in Mathematical Physics
2 Russian Mathematical Surveys
2 Journal of Geometry and Physics
2 Funktsional’nyĭ Analiz i ego Prilozheniya
2 Journal of Mathematical Economics
2 Matematicheskiĭ Sbornik. Novaya Seriya
2 Transactions of the American Mathematical Society
2 Communications in Partial Differential Equations
2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
2 Applied Mathematical Finance
2 Finance and Stochastics
2 SIAM Journal on Financial Mathematics
2 Annals of Finance
1 Izvestiya Vysshikh Uchebnykh Zavedeniĭ, Matematika
1 Journal of Mathematical Analysis and Applications
1 Annales de l’Institut Fourier
1 Differentsial’nye Uravneniya
1 Differential Equations
1 Mathematische Zeitschrift
1 Sibirskiĭ Matematicheskiĭ Zhurnal
1 Transactions of the Moscow Mathematical Society
1 Trudy Moskovskogo Matematicheskogo Obshchestva
1 Soviet Mathematics
1 Asymptotic Analysis
1 Algebra i Analiz
1 The Annals of Applied Probability
1 Games and Economic Behavior
1 Izvestiya Akademii Nauk SSSR. Seriya Matematicheskaya
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 Proceedings of the National Academy of Sciences of the United States of America
1 Stochastic Processes and their Applications
1 Russian Journal of Mathematical Physics
1 St. Petersburg Mathematical Journal
1 Doklady Mathematics
1 Itogi Nauki i Tekhniki. Seriya Sovremennye Problemy Matematiki. Fundamental’nye Napravleniya
1 Mathematics and its Applications (Dordrecht)
1 Mathematics and Its Applications. Soviet Series
1 Studies in Economic Theory
1 Advanced Series on Statistical Science & Applied Probability
1 The Journal of Computational Finance

Publications by Year

Citations contained in zbMATH Open

71 Publications have been cited 730 times in 462 Documents Cited by Year
Non-Gaussian Merton-Black-Scholes theory. Zbl 0997.91031
Boyarchenko, S. I.; Levendorskij, S. Z.
65
2002
Option pricing for truncated Lévy processes. Zbl 0973.91037
Boyarchenko, Svetlana I.; Levendorskij, Sergei Z.
61
2000
Algebras of functions on compact quantum groups, Schubert cells and quantum tori. Zbl 0729.17011
Levendorskij, Serge; Sojbel’man, Ya. S.
57
1991
Perpetual American options under Lévy processes. Zbl 1025.60021
Boyarchenko, S. I.; Levendorskii, S. Z.
53
2002
Pricing of the American put under Lévy processes. Zbl 1107.91050
Levendorskiĭ, S. Z.
39
2004
Barrier options and touch-and-out options under regular Lévy processes of exponential type. Zbl 1015.60036
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
34
2002
Some applications of the quantum Weyl groups. Zbl 0729.17009
Levendorskij, S. Z.; Sojbel’man, Ya. S.
30
1990
Fast and accurate pricing of barrier options under Lévy processes. Zbl 1194.91179
Kudryavtsev, Oleg; Levendoskiĭ, Sergei
22
2009
The eigenfunction expansion method in multi-factor quadratic term structure models. Zbl 1138.91395
Boyarchenko, Nina; Levendorskiǐ, Sergei
20
2007
Irreversible decisions under uncertainty. Optimal stopping made easy. Zbl 1131.91001
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
19
2007
On PBW bases for Yangians. Zbl 0781.17004
Levendorskij, Serge Z.
19
1993
The quantum Weyl group and the universal quantum \(R\)-matrix for affine Lie algebra \(A^{(1)}_ 1\). Zbl 0776.17011
Levendorskij, Serge; Soibelman, Yan; Stukopin, Vladimir
19
1993
American options in regime-switching models. Zbl 1195.60112
Boyarchenko, Svetlana; Levendorskii, Sergei
17
2009
On generators and defining relations of Yangians. Zbl 0785.17019
Levendorskij, S. Z.
17
1993
On the structure of spectra of periodic elliptic operators. Zbl 1058.35174
Kuchment, Peter; Levendorskiĭ, Sergei
16
2002
Quantum Weyl group and a multiplicative formula for the R-matrix of a simple Lie algebra. Zbl 0729.17010
Levendorskij, S. Z.; Sojbel’man, Ya. S.
16
1991
American options: the EPV pricing model. Zbl 1233.91258
Boyarchenko, Svetlana; Levendorskii, Sergei
15
2005
Prices and sensitivities of barrier and first-touch digital options in Lévy-driven models. Zbl 1183.91177
Boyarchenko, Mitya; Levendorskiĭ, Sergei
13
2009
Valuation of continuously monitored double barrier options and related securities. Zbl 1278.91180
Boyarchenko, Mitya; Levendorskiĭ, Sergei
12
2012
Pricing discrete barrier options and credit default swaps under Lévy processes. Zbl 1402.91825
de Innocentis, Marco; Levendorskiĭ, Sergei
11
2014
Efficient pricing and reliable calibration in the Heston model. Zbl 1282.91338
Levendorskiĭ, Sergei
9
2012
Preemption games under Lévy uncertainty. Zbl 1311.91061
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
8
2014
Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks. Zbl 1269.91084
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
8
2013
Exit problems in regime-switching models. Zbl 1151.91485
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
8
2008
Lower bounds for the number of eigenvalue branches for the Schrödinger operator \(H-\lambda W\) in a gap of \(H\): The case of indefinite \(W\). Zbl 0846.35091
Levendorskij, S. Z.
8
1995
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier. Zbl 1232.91647
Boyarchenko, Mitya; de Innocentis, Marco; Levendorskiĭ, Sergei
6
2011
Convergence of price and sensitivities in Carr’s randomization approximation globally and near barrier. Zbl 1229.91316
Levendorskiĭ, Sergei
6
2011
Pricing of first touch digitals under normal inverse Gaussian processes. Zbl 1138.91398
Kudryavtsev, Oleg; Levendorskiǐ, Sergei
6
2006
Feller processes of normal inverse Gaussian type. Zbl 1405.91582
Barndorff-Nielsen, O. E.; Levendorskii, S. Z.
6
2001
Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method. Zbl 1398.91567
Boyarchenko, Mitya; Levendorskiĭ, Sergei
5
2015
American and European options in multi-factor jump-diffusion models, near expiry. Zbl 1199.91214
Levendorskiĭ, Sergei
5
2008
On errors and bias of Fourier transform methods in quadratic term structure models. Zbl 1137.91433
Boyarchenko, Nina; Levendorskiĭ, Sergei
5
2007
Pseudodiffusions and quadratic term structure models. Zbl 1137.91458
Levendorskií, Sergei
5
2005
Consistency conditions for affine term structure models. Zbl 1075.91020
Levendorskiĭ, Sergei
5
2004
Asymptotic formulae with remainder estimates for eigenvalue branches of the Schrödinger operator \(H-\lambda W\) in a gap of \(H\). Zbl 0911.35081
Levendorskiĭ, S. Z.
5
1999
The approximate spectral projection method. Zbl 0631.35072
Levendorskij, S. Z.
5
1986
Boundary value problems in a half-space for quasielliptic pseudodifferential operators degenerating on the boundary. Zbl 0461.35041
Levendorskij, S. Z.
5
1981
Method of paired contours and pricing barrier options and CDSs of long maturities. Zbl 1308.91191
Levendorskiĭ, Sergei
4
2014
Optimal stopping made easy. Zbl 1280.91185
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
4
2007
Consistency conditions for affine term structure models II. Option pricing under diffusions with embdded jumps. Zbl 1233.91295
Levendorskiĭ, Sergei
4
2006
Twisted function algebras on a compact quantum group, and their representations. Zbl 0791.17012
Levendorskiĭ, S. Z.
4
1991
Pitfalls of the Fourier transform method in affine models, and remedies. Zbl 1396.91803
Levendorskiĭ, Sergei
3
2016
American options in the Heston model with stochastic interest rate and its generalizations. Zbl 1457.91367
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
3
2013
Optimal stopping in Lévy models for nonmonotone discontinuous payoffs. Zbl 1246.60064
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
3
2011
Generalizations of the classical Weyl and Colin de Verdière’s formulas and the orbit method. Zbl 1378.35207
Boyarchenko, Mitya; Levendorskii, Sergei
3
2005
Spectral properties of Schrödinger operators with irregular magnetic potentials, for a \(\text{spin }\frac{1}{2}\) particle. Zbl 0902.35076
Levendorskij, S. Z.
3
1997
The asymptotics for the number of eigenvalue branches for the magnetic Schrödinger operator \(H-\lambda W\) in a gap of \(H\). Zbl 0870.35073
Levendorskij, S. Z.
3
1996
On affine Yangians. Zbl 0834.17012
Boyarchenko, S. I.; Levendorskij, S. Z.
3
1994
Pricing arithmetic Asian options under Lévy models by backward induction in the dual space. Zbl 1408.91219
Levendorskiĭ, Sergei
2
2018
Efficient pricing of barrier options and credit default swaps in Lévy models with stochastic interest rate. Zbl 1411.91545
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
2
2017
American options in Lévy models with stochastic interest rates. Zbl 1201.91192
Boyarchenko, Svetlana; Levendorskiǐ, Sergei
2
2009
Beyond the classical Weyl and Colin de Verdière’s formulas for Schrödinger operators with polynomial magnetic and electric fields. Zbl 1127.35028
Boyarchenko, Mitya; Levendorski, Sergei
2
2006
Pricing of perpetual Bermudan options. Zbl 1405.91591
Boyarchenko, S. I.; Levendorskii, S. Z.
2
2002
Precise spectral asymptotics for perturbed magnetic Schrödinger operator. Zbl 0872.35073
Boyarchenko, S. I.; Levendorskij, S. Z.
2
1997
Yangian construction of the Virasoro algebra. Zbl 0860.17019
Levendorskij, S. Z.; Sudbery, A.
2
1996
Quantum group \(A_ \infty\). Zbl 0738.17010
Levendorskij, Serge; Sojbel’man, Ya.
2
1991
Degenerate elliptic equations and boundary problems. Zbl 0802.35051
Levendorskij, S. Z.; Paneyakh, B.
2
1990
Non-classical spectral asymptotics. Zbl 0671.35064
Levendorskij, S. Z.
2
1988
Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations. Zbl 1411.91615
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
1
2019
Ultra-fast pricing barrier options and CDSs. Zbl 1396.91749
Levendorskiĭ, Sergei
1
2017
On absolute continuity of spectra of periodic elliptic operators. Zbl 0965.35100
Kuchment, Peter; Levendorskiǐ, Sergei
1
1999
Magnetic Floquet theory and spectral asymptotics for Schrödinger operators. Zbl 0880.35088
Levendorskij, S. Z.
1
1996
Spectral asymptotics with a remainder estimate for Schrödinger operators with slowly growing potentials. Zbl 0858.35091
Levendorskij, S. Z.
1
1996
Degenerate elliptic equations. Zbl 0786.35063
Levendorskij, Serge
1
1993
Twisted algebras of functions on a compact quantum group and their representations. Zbl 0738.17009
Levendorskij, S. Z.
1
1991
On types of degenerate elliptic operators. Zbl 0698.35065
Levendorskij, S. Z.
1
1990
Asymptotic distribution of eigenvalues of differential operators. Transl. from the Russian. Zbl 0721.35049
Levendorskij, Serge
1
1990
Asymptotics of the spectrum of problems with constraints. Zbl 0615.35063
Levendorskij, S. Z.
1
1987
Asymptotics of the spectrum of linear operator pencils. Zbl 0571.35081
Levendorskij, S. Z.
1
1985
Asymptotics of the spectrum of linear operator pencils. Zbl 0553.35067
Levendorskij, S. Z.
1
1984
Distribution of eigenvalues of systems of the form \(Au=tBu\). Zbl 0533.47003
Levendorskij, S. Z.
1
1983
Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations. Zbl 1411.91615
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
1
2019
Pricing arithmetic Asian options under Lévy models by backward induction in the dual space. Zbl 1408.91219
Levendorskiĭ, Sergei
2
2018
Efficient pricing of barrier options and credit default swaps in Lévy models with stochastic interest rate. Zbl 1411.91545
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
2
2017
Ultra-fast pricing barrier options and CDSs. Zbl 1396.91749
Levendorskiĭ, Sergei
1
2017
Pitfalls of the Fourier transform method in affine models, and remedies. Zbl 1396.91803
Levendorskiĭ, Sergei
3
2016
Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method. Zbl 1398.91567
Boyarchenko, Mitya; Levendorskiĭ, Sergei
5
2015
Pricing discrete barrier options and credit default swaps under Lévy processes. Zbl 1402.91825
de Innocentis, Marco; Levendorskiĭ, Sergei
11
2014
Preemption games under Lévy uncertainty. Zbl 1311.91061
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
8
2014
Method of paired contours and pricing barrier options and CDSs of long maturities. Zbl 1308.91191
Levendorskiĭ, Sergei
4
2014
Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks. Zbl 1269.91084
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
8
2013
American options in the Heston model with stochastic interest rate and its generalizations. Zbl 1457.91367
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
3
2013
Valuation of continuously monitored double barrier options and related securities. Zbl 1278.91180
Boyarchenko, Mitya; Levendorskiĭ, Sergei
12
2012
Efficient pricing and reliable calibration in the Heston model. Zbl 1282.91338
Levendorskiĭ, Sergei
9
2012
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier. Zbl 1232.91647
Boyarchenko, Mitya; de Innocentis, Marco; Levendorskiĭ, Sergei
6
2011
Convergence of price and sensitivities in Carr’s randomization approximation globally and near barrier. Zbl 1229.91316
Levendorskiĭ, Sergei
6
2011
Optimal stopping in Lévy models for nonmonotone discontinuous payoffs. Zbl 1246.60064
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
3
2011
Fast and accurate pricing of barrier options under Lévy processes. Zbl 1194.91179
Kudryavtsev, Oleg; Levendoskiĭ, Sergei
22
2009
American options in regime-switching models. Zbl 1195.60112
Boyarchenko, Svetlana; Levendorskii, Sergei
17
2009
Prices and sensitivities of barrier and first-touch digital options in Lévy-driven models. Zbl 1183.91177
Boyarchenko, Mitya; Levendorskiĭ, Sergei
13
2009
American options in Lévy models with stochastic interest rates. Zbl 1201.91192
Boyarchenko, Svetlana; Levendorskiǐ, Sergei
2
2009
Exit problems in regime-switching models. Zbl 1151.91485
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
8
2008
American and European options in multi-factor jump-diffusion models, near expiry. Zbl 1199.91214
Levendorskiĭ, Sergei
5
2008
The eigenfunction expansion method in multi-factor quadratic term structure models. Zbl 1138.91395
Boyarchenko, Nina; Levendorskiǐ, Sergei
20
2007
Irreversible decisions under uncertainty. Optimal stopping made easy. Zbl 1131.91001
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
19
2007
On errors and bias of Fourier transform methods in quadratic term structure models. Zbl 1137.91433
Boyarchenko, Nina; Levendorskiĭ, Sergei
5
2007
Optimal stopping made easy. Zbl 1280.91185
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
4
2007
Pricing of first touch digitals under normal inverse Gaussian processes. Zbl 1138.91398
Kudryavtsev, Oleg; Levendorskiǐ, Sergei
6
2006
Consistency conditions for affine term structure models II. Option pricing under diffusions with embdded jumps. Zbl 1233.91295
Levendorskiĭ, Sergei
4
2006
Beyond the classical Weyl and Colin de Verdière’s formulas for Schrödinger operators with polynomial magnetic and electric fields. Zbl 1127.35028
Boyarchenko, Mitya; Levendorski, Sergei
2
2006
American options: the EPV pricing model. Zbl 1233.91258
Boyarchenko, Svetlana; Levendorskii, Sergei
15
2005
Pseudodiffusions and quadratic term structure models. Zbl 1137.91458
Levendorskií, Sergei
5
2005
Generalizations of the classical Weyl and Colin de Verdière’s formulas and the orbit method. Zbl 1378.35207
Boyarchenko, Mitya; Levendorskii, Sergei
3
2005
Pricing of the American put under Lévy processes. Zbl 1107.91050
Levendorskiĭ, S. Z.
39
2004
Consistency conditions for affine term structure models. Zbl 1075.91020
Levendorskiĭ, Sergei
5
2004
Non-Gaussian Merton-Black-Scholes theory. Zbl 0997.91031
Boyarchenko, S. I.; Levendorskij, S. Z.
65
2002
Perpetual American options under Lévy processes. Zbl 1025.60021
Boyarchenko, S. I.; Levendorskii, S. Z.
53
2002
Barrier options and touch-and-out options under regular Lévy processes of exponential type. Zbl 1015.60036
Boyarchenko, Svetlana; Levendorskiĭ, Sergei
34
2002
On the structure of spectra of periodic elliptic operators. Zbl 1058.35174
Kuchment, Peter; Levendorskiĭ, Sergei
16
2002
Pricing of perpetual Bermudan options. Zbl 1405.91591
Boyarchenko, S. I.; Levendorskii, S. Z.
2
2002
Feller processes of normal inverse Gaussian type. Zbl 1405.91582
Barndorff-Nielsen, O. E.; Levendorskii, S. Z.
6
2001
Option pricing for truncated Lévy processes. Zbl 0973.91037
Boyarchenko, Svetlana I.; Levendorskij, Sergei Z.
61
2000
Asymptotic formulae with remainder estimates for eigenvalue branches of the Schrödinger operator \(H-\lambda W\) in a gap of \(H\). Zbl 0911.35081
Levendorskiĭ, S. Z.
5
1999
On absolute continuity of spectra of periodic elliptic operators. Zbl 0965.35100
Kuchment, Peter; Levendorskiǐ, Sergei
1
1999
Spectral properties of Schrödinger operators with irregular magnetic potentials, for a \(\text{spin }\frac{1}{2}\) particle. Zbl 0902.35076
Levendorskij, S. Z.
3
1997
Precise spectral asymptotics for perturbed magnetic Schrödinger operator. Zbl 0872.35073
Boyarchenko, S. I.; Levendorskij, S. Z.
2
1997
The asymptotics for the number of eigenvalue branches for the magnetic Schrödinger operator \(H-\lambda W\) in a gap of \(H\). Zbl 0870.35073
Levendorskij, S. Z.
3
1996
Yangian construction of the Virasoro algebra. Zbl 0860.17019
Levendorskij, S. Z.; Sudbery, A.
2
1996
Magnetic Floquet theory and spectral asymptotics for Schrödinger operators. Zbl 0880.35088
Levendorskij, S. Z.
1
1996
Spectral asymptotics with a remainder estimate for Schrödinger operators with slowly growing potentials. Zbl 0858.35091
Levendorskij, S. Z.
1
1996
Lower bounds for the number of eigenvalue branches for the Schrödinger operator \(H-\lambda W\) in a gap of \(H\): The case of indefinite \(W\). Zbl 0846.35091
Levendorskij, S. Z.
8
1995
On affine Yangians. Zbl 0834.17012
Boyarchenko, S. I.; Levendorskij, S. Z.
3
1994
On PBW bases for Yangians. Zbl 0781.17004
Levendorskij, Serge Z.
19
1993
The quantum Weyl group and the universal quantum \(R\)-matrix for affine Lie algebra \(A^{(1)}_ 1\). Zbl 0776.17011
Levendorskij, Serge; Soibelman, Yan; Stukopin, Vladimir
19
1993
On generators and defining relations of Yangians. Zbl 0785.17019
Levendorskij, S. Z.
17
1993
Degenerate elliptic equations. Zbl 0786.35063
Levendorskij, Serge
1
1993
Algebras of functions on compact quantum groups, Schubert cells and quantum tori. Zbl 0729.17011
Levendorskij, Serge; Sojbel’man, Ya. S.
57
1991
Quantum Weyl group and a multiplicative formula for the R-matrix of a simple Lie algebra. Zbl 0729.17010
Levendorskij, S. Z.; Sojbel’man, Ya. S.
16
1991
Twisted function algebras on a compact quantum group, and their representations. Zbl 0791.17012
Levendorskiĭ, S. Z.
4
1991
Quantum group \(A_ \infty\). Zbl 0738.17010
Levendorskij, Serge; Sojbel’man, Ya.
2
1991
Twisted algebras of functions on a compact quantum group and their representations. Zbl 0738.17009
Levendorskij, S. Z.
1
1991
Some applications of the quantum Weyl groups. Zbl 0729.17009
Levendorskij, S. Z.; Sojbel’man, Ya. S.
30
1990
Degenerate elliptic equations and boundary problems. Zbl 0802.35051
Levendorskij, S. Z.; Paneyakh, B.
2
1990
On types of degenerate elliptic operators. Zbl 0698.35065
Levendorskij, S. Z.
1
1990
Asymptotic distribution of eigenvalues of differential operators. Transl. from the Russian. Zbl 0721.35049
Levendorskij, Serge
1
1990
Non-classical spectral asymptotics. Zbl 0671.35064
Levendorskij, S. Z.
2
1988
Asymptotics of the spectrum of problems with constraints. Zbl 0615.35063
Levendorskij, S. Z.
1
1987
The approximate spectral projection method. Zbl 0631.35072
Levendorskij, S. Z.
5
1986
Asymptotics of the spectrum of linear operator pencils. Zbl 0571.35081
Levendorskij, S. Z.
1
1985
Asymptotics of the spectrum of linear operator pencils. Zbl 0553.35067
Levendorskij, S. Z.
1
1984
Distribution of eigenvalues of systems of the form \(Au=tBu\). Zbl 0533.47003
Levendorskij, S. Z.
1
1983
Boundary value problems in a half-space for quasielliptic pseudodifferential operators degenerating on the boundary. Zbl 0461.35041
Levendorskij, S. Z.
5
1981
all top 5

Cited by 587 Authors

42 Levendorskiĭ, Sergeĭ Zakharovich
16 Boyarchenko, Svetlana I.
10 Li, Lingfei
9 Pistorius, Martijn R.
8 Boyarchenko, Mitya
7 Linetsky, Vadim
7 Šťovíček, Pavel
6 Danilov, Leonid Ivanovich
6 Guay, Nicolas
6 Mendoza-Arriaga, Rafael
5 Baev, Aleksandr Dmitrievich
5 Glau, Kathrin
5 Jing, Naihuan
5 Kudryavtsev, Oleg
5 Molev, Alexander I.
5 Nirov, Khazret S.
5 Razumov, Alexander V.
5 Schwab, Christoph
4 Fernández Bonder, Julián
4 Futorny, Vyacheslav M.
4 Gautam, Sachin Singh
4 Hainaut, Donatien
4 Kim, Young Shin S.
4 Kyprianou, Andreas E.
4 Mijatović, Aleksandar
4 Mordecki, Ernesto
4 Otárola, Enrique
4 Salgado, Abner J.
4 Stukopin, Vladimir Alekseevich
4 Toledano Laredo, Valerio
4 Zhang, Gongqiu
4 Zhang, Honglian
3 Agliardi, Rossella
3 Ahlip, Rehez
3 Alvarez, Luis H. R.
3 Andruskiewitsch, Nicolás
3 Beck, Jonathan
3 Chen, Xu
3 Company, Rafael
3 Deelstra, Griselda
3 Ding, Deng
3 Egami, Masahiko
3 Figueroa-López, José E.
3 Finkelberg, Michael Vladlenovich
3 Fusai, Gianluca
3 Gaß, Maximilian
3 Germano, Guido
3 Göhmann, Frank
3 Hu, Naihong
3 Jakobsen, Hans Plesner
3 Jódar Sanchez, Lucas Antonio
3 Kamnitzer, Joel
3 Klümper, Andreas
3 Kuchment, Peter A.
3 Kuznetsov, Alexey
3 Lars Kirkby, J.
3 Lei, Siulong
3 Liu, Ming
3 Lorig, Matthew J.
3 Marazzina, Daniele
3 Matache, Ana-Maria
3 Rakkolainen, Teppo A.
3 Regelskis, Vidas
3 Sheu, Yuan-Chung
3 Silva, Analía
3 Tsymbaliuk, Oleksandr
3 Wang, Shuzhou
3 Wang, Wenfei
3 Wendlandt, Curtis
3 Yamazaki, Kazutoshi
3 Zhang, Yongchao
3 Zhu, Songping
2 Alekseev, Anton Yu.
2 Asmussen, Søren
2 Belopol’skaya, Yana Isaevna
2 Beltiţă, Daniel
2 Beltiţă, Ingrid
2 Bianchi, Michele Leonardo
2 Bonito, Andrea
2 Boos, Hermann
2 Brundan, Jonathan
2 Chan, Leunglung
2 Chen, Wen
2 Coqueret, Guillaume
2 Costantini, Mauro
2 Cox, Ben Lewis
2 De Commer, Kenny
2 De Concini, Corrado
2 de Innocentis, Marco
2 De Olivera, Federico
2 Enriquez, Benjamin
2 Fabozzi, Frank J.
2 Fakharany, M.
2 Ferreiro-Castilla, Albert
2 Frenkel, Edward V.
2 García, Gastón Andrés
2 Gerhold, Stefan
2 Hieber, Peter
2 Hodges, Timothy J.
2 Hyndman, Cody Blaine
...and 487 more Authors
all top 5

Cited in 148 Serials

22 Communications in Mathematical Physics
21 International Journal of Theoretical and Applied Finance
18 Quantitative Finance
15 Journal of Mathematical Physics
14 Journal of Algebra
14 Finance and Stochastics
13 Advances in Mathematics
10 Letters in Mathematical Physics
10 Stochastic Processes and their Applications
8 Applied Mathematical Finance
8 Annals of Finance
7 Computers & Mathematics with Applications
7 Journal of Computational and Applied Mathematics
7 Journal of Functional Analysis
7 The Annals of Applied Probability
7 Mathematical Finance
6 Advances in Applied Probability
6 Journal of Applied Probability
6 Journal of Mathematical Sciences (New York)
5 Journal of Mathematical Analysis and Applications
5 Duke Mathematical Journal
5 Journal of Mathematical Economics
5 Journal of Economic Dynamics & Control
5 Journal of the American Mathematical Society
5 Communications in Partial Differential Equations
5 European Journal of Operational Research
5 Doklady Mathematics
5 Mathematical Methods of Operations Research
5 Stochastics
5 SIAM Journal on Financial Mathematics
4 Theoretical and Mathematical Physics
4 Journal of Geometry and Physics
4 Functional Analysis and its Applications
4 Numerische Mathematik
4 Insurance Mathematics & Economics
4 Statistics & Probability Letters
4 Acta Applicandae Mathematicae
4 Applied Mathematics Letters
4 Selecta Mathematica. New Series
4 Review of Derivatives Research
4 SIGMA. Symmetry, Integrability and Geometry: Methods and Applications
3 Communications in Algebra
3 The Annals of Statistics
3 Inventiones Mathematicae
3 Journal of Pure and Applied Algebra
3 Transactions of the American Mathematical Society
3 SIAM Journal on Scientific Computing
3 Bernoulli
3 Representation Theory
3 Abstract and Applied Analysis
3 Asia-Pacific Financial Markets
3 Izvestiya Instituta Matematiki i Informatiki. Udmurtskiĭ Gosudarstvennyĭ Universitet
2 Israel Journal of Mathematics
2 Reviews in Mathematical Physics
2 Annales de l’Institut Fourier
2 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série
2 Applied Mathematics and Computation
2 Applied Mathematics and Optimization
2 Journal of Econometrics
2 Operations Research
2 Publications of the Research Institute for Mathematical Sciences, Kyoto University
2 SIAM Journal on Control and Optimization
2 Journal of Scientific Computing
2 Annals of Operations Research
2 Games and Economic Behavior
2 International Journal of Computer Mathematics
2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
2 St. Petersburg Mathematical Journal
2 Transformation Groups
2 Algebras and Representation Theory
2 Czechoslovak Journal of Physics
2 Stochastic Models
2 Advanced Nonlinear Studies
2 Mathematics and Financial Economics
1 Journal d’Analyse Mathématique
1 Journal of Statistical Physics
1 Lithuanian Mathematical Journal
1 Mathematical Methods in the Applied Sciences
1 Mathematical Proceedings of the Cambridge Philosophical Society
1 ZAMP. Zeitschrift für angewandte Mathematik und Physik
1 Theory of Probability and its Applications
1 Information Sciences
1 Publications Mathématiques
1 Integral Equations and Operator Theory
1 Journal of Differential Equations
1 Journal of Economic Theory
1 Journal of the Mathematical Society of Japan
1 Journal of Optimization Theory and Applications
1 Mathematische Annalen
1 Mathematische Zeitschrift
1 Proceedings of the American Mathematical Society
1 Proceedings of the Japan Academy. Series A
1 SIAM Journal on Numerical Analysis
1 Tokyo Journal of Mathematics
1 Topology and its Applications
1 Systems & Control Letters
1 Operations Research Letters
1 Probability and Mathematical Statistics
1 Stochastic Analysis and Applications
1 Annals of Global Analysis and Geometry
...and 48 more Serials
all top 5

Cited in 45 Fields

203 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
173 Probability theory and stochastic processes (60-XX)
132 Nonassociative rings and algebras (17-XX)
87 Partial differential equations (35-XX)
67 Quantum theory (81-XX)
61 Numerical analysis (65-XX)
57 Associative rings and algebras (16-XX)
33 Operator theory (47-XX)
26 Statistics (62-XX)
20 Functional analysis (46-XX)
15 Group theory and generalizations (20-XX)
12 Global analysis, analysis on manifolds (58-XX)
12 Operations research, mathematical programming (90-XX)
10 Systems theory; control (93-XX)
9 Topological groups, Lie groups (22-XX)
9 Harmonic analysis on Euclidean spaces (42-XX)
9 Calculus of variations and optimal control; optimization (49-XX)
9 Differential geometry (53-XX)
9 Statistical mechanics, structure of matter (82-XX)
8 Integral equations (45-XX)
6 Real functions (26-XX)
6 Integral transforms, operational calculus (44-XX)
5 Commutative algebra (13-XX)
5 Algebraic geometry (14-XX)
5 Category theory; homological algebra (18-XX)
5 Dynamical systems and ergodic theory (37-XX)
4 Combinatorics (05-XX)
4 Functions of a complex variable (30-XX)
4 Special functions (33-XX)
3 Number theory (11-XX)
3 Ordinary differential equations (34-XX)
3 Abstract harmonic analysis (43-XX)
3 Manifolds and cell complexes (57-XX)
2 Linear and multilinear algebra; matrix theory (15-XX)
2 \(K\)-theory (19-XX)
2 Several complex variables and analytic spaces (32-XX)
2 Difference and functional equations (39-XX)
2 Approximations and expansions (41-XX)
2 Fluid mechanics (76-XX)
2 Optics, electromagnetic theory (78-XX)
2 Geophysics (86-XX)
2 Information and communication theory, circuits (94-XX)
1 Mathematical logic and foundations (03-XX)
1 Measure and integration (28-XX)
1 Classical thermodynamics, heat transfer (80-XX)

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