Edit Profile (opens in new tab) Levendorskiĭ, Sergeĭ Zakharovich Compute Distance To: Compute Author ID: levendorskii.sergei-zakharovich Published as: Levendorskij, S. Z.; Levendorskiĭ, Sergei; Levendorskiĭ, S. Z.; Levendorskij, Serge; Levendorskiǐ, Sergei; Levendorskii, Sergei; Levendorskii, S. Z.; Levendorskij, Sergei Z.; Levendorskij, Serge Z.; Levendorskií, Sergei; Levendorskiǐ, S. Z.; Levendorski, Sergei; Levendoskiĭ, Sergei more...less External Links: Google Scholar · Math-Net.Ru · dblp Documents Indexed: 122 Publications since 1979, including 4 Books 1 Contribution as Editor Co-Authors: 16 Co-Authors with 53 Joint Publications 458 Co-Co-Authors all top 5 Co-Authors 70 single-authored 28 Boyarchenko, Svetlana I. 6 Boyarchenko, Mitya 5 Soibelman, Yan S. 2 Boyarchenko, Nina 2 de Innocentis, Marco 2 Kuchment, Peter A. 2 Kudryavtsev, Oleg 2 Paneah, Boris 2 Rabinovich, Vladimir Samuilovich 1 Barndorff-Nielsen, Ole Eiler 1 Cui, Zhenyu 1 Kyrkby, J. Lars 1 Mijatović, Aleksandar 1 Pistorius, Martijn R. 1 Stukopin, Vladimir Alekseevich 1 Sudbery, Anthony all top 5 Serials 13 Soviet Mathematics. Doklady 13 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 all top 5 Fields 62 Partial differential equations (35-XX) 43 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 34 Probability theory and stochastic processes (60-XX) 25 Operator theory (47-XX) 18 Numerical analysis (65-XX) 13 Nonassociative rings and algebras (17-XX) 8 Quantum theory (81-XX) 4 Topological groups, Lie groups (22-XX) 4 Integral transforms, operational calculus (44-XX) 4 Functional analysis (46-XX) 4 Mechanics of deformable solids (74-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Associative rings and algebras (16-XX) 2 Integral equations (45-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Group theory and generalizations (20-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Abstract harmonic analysis (43-XX) 1 Fluid mechanics (76-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 72 Publications have been cited 824 times in 518 Documents Cited by ▼ Year ▼ Non-Gaussian Merton-Black-Scholes theory. Zbl 0997.91031Boyarchenko, S. I.; Levendorskij, S. Z. 72 2002 Option pricing for truncated Lévy processes. Zbl 0973.91037Boyarchenko, Svetlana I.; Levendorskij, Sergei Z. 71 2000 Perpetual American options under Lévy processes. Zbl 1025.60021Boyarchenko, S. I.; Levendorskii, S. Z. 59 2002 Algebras of functions on compact quantum groups, Schubert cells and quantum tori. Zbl 0729.17011Levendorskij, Serge; Sojbel’man, Ya. S. 59 1991 Pricing of the American put under Lévy processes. Zbl 1107.91050Levendorskiĭ, S. Z. 47 2004 Barrier options and touch-and-out options under regular Lévy processes of exponential type. Zbl 1015.60036Boyarchenko, Svetlana; Levendorskiĭ, Sergei 39 2002 Some applications of the quantum Weyl groups. Zbl 0729.17009Levendorskij, S. Z.; Sojbel’man, Ya. S. 34 1990 Fast and accurate pricing of barrier options under Lévy processes. Zbl 1194.91179Kudryavtsev, Oleg; Levendoskiĭ, Sergei 25 2009 Irreversible decisions under uncertainty. Optimal stopping made easy. Zbl 1131.91001Boyarchenko, Svetlana; Levendorskiĭ, Sergei 23 2007 On PBW bases for Yangians. Zbl 0781.17004Levendorskij, Serge Z. 23 1993 The quantum Weyl group and the universal quantum \(R\)-matrix for affine Lie algebra \(A^{(1)}_ 1\). Zbl 0776.17011Levendorskij, Serge; Soibelman, Yan; Stukopin, Vladimir 22 1993 The eigenfunction expansion method in multi-factor quadratic term structure models. Zbl 1138.91395Boyarchenko, Nina; Levendorskiǐ, Sergei 20 2007 American options in regime-switching models. Zbl 1195.60112Boyarchenko, Svetlana; Levendorskii, Sergei 19 2009 On generators and defining relations of Yangians. Zbl 0785.17019Levendorskij, S. Z. 19 1993 On the structure of spectra of periodic elliptic operators. Zbl 1058.35174Kuchment, Peter; Levendorskiĭ, Sergei 19 2002 American options: the EPV pricing model. Zbl 1233.91258Boyarchenko, Svetlana; Levendorskii, Sergei 16 2005 Prices and sensitivities of barrier and first-touch digital options in Lévy-driven models. Zbl 1183.91177Boyarchenko, Mitya; Levendorskiĭ, Sergei 15 2009 Quantum Weyl group and a multiplicative formula for the R-matrix of a simple Lie algebra. Zbl 0729.17010Levendorskij, S. Z.; Sojbel’man, Ya. S. 15 1991 Valuation of continuously monitored double barrier options and related securities. Zbl 1278.91180Boyarchenko, Mitya; Levendorskiĭ, Sergei 15 2012 Pricing discrete barrier options and credit default swaps under Lévy processes. Zbl 1402.91825de Innocentis, Marco; Levendorskiĭ, Sergei 14 2014 Feller processes of normal inverse Gaussian type. Zbl 1405.91582Barndorff-Nielsen, O. E.; Levendorskii, S. Z. 12 2001 Efficient pricing and reliable calibration in the Heston model. Zbl 1282.91338Levendorskiĭ, Sergei 10 2012 Preemption games under Lévy uncertainty. Zbl 1311.91061Boyarchenko, Svetlana; Levendorskiĭ, Sergei 10 2014 Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks. Zbl 1269.91084Boyarchenko, Svetlana; Levendorskiĭ, Sergei 9 2013 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 0846.35091Levendorskij, S. Z. 8 1995 Exit problems in regime-switching models. Zbl 1151.91485Boyarchenko, Svetlana; Levendorskiĭ, Sergei 8 2008 Method of paired contours and pricing barrier options and CDSs of long maturities. Zbl 1308.91191Levendorskiĭ, Sergei 7 2014 Prices of barrier and first-touch digital options in Lévy-driven models, near barrier. Zbl 1232.91647Boyarchenko, Mitya; de Innocentis, Marco; Levendorskiĭ, Sergei 7 2011 Pricing of first touch digitals under normal inverse Gaussian processes. Zbl 1138.91398Kudryavtsev, Oleg; Levendorskiǐ, Sergei 6 2006 Boundary value problems in a half-space for quasielliptic pseudodifferential operators degenerating on the boundary. Zbl 0461.35041Levendorskij, S. Z. 6 1981 Convergence of price and sensitivities in Carr’s randomization approximation globally and near barrier. Zbl 1229.91316Levendorskiĭ, Sergei 6 2011 American and European options in multi-factor jump-diffusion models, near expiry. Zbl 1199.91214Levendorskiĭ, Sergei 5 2008 On errors and bias of Fourier transform methods in quadratic term structure models. Zbl 1137.91433Boyarchenko, Nina; Levendorskiĭ, Sergei 5 2007 The approximate spectral projection method. Zbl 0631.35072Levendorskij, S. Z. 5 1986 Pseudodiffusions and quadratic term structure models. Zbl 1137.91458Levendorskií, Sergei 5 2005 Asymptotic formulae with remainder estimates for eigenvalue branches of the Schrödinger operator \(H-\lambda W\) in a gap of \(H\). Zbl 0911.35081Levendorskiĭ, S. Z. 5 1999 Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method. Zbl 1398.91567Boyarchenko, Mitya; Levendorskiĭ, Sergei 4 2015 Optimal stopping made easy. Zbl 1280.91185Boyarchenko, Svetlana; Levendorskiĭ, Sergei 4 2007 On affine Yangians. Zbl 0834.17012Boyarchenko, S. I.; Levendorskij, S. Z. 4 1994 Twisted function algebras on a compact quantum group, and their representations. Zbl 0791.17012Levendorskiĭ, S. Z. 4 1991 American options in the Heston model with stochastic interest rate and its generalizations. Zbl 1457.91367Boyarchenko, Svetlana; Levendorskiĭ, Sergei 4 2013 Optimal stopping in Lévy models for nonmonotone discontinuous payoffs. Zbl 1246.60064Boyarchenko, Svetlana; Levendorskiĭ, Sergei 4 2011 Pricing arithmetic Asian options under Lévy models by backward induction in the dual space. Zbl 1408.91219Levendorskiĭ, Sergei 4 2018 Pitfalls of the Fourier transform method in affine models, and remedies. Zbl 1396.91803Levendorskiĭ, Sergei 3 2016 Beyond the classical Weyl and Colin de Verdière’s formulas for Schrödinger operators with polynomial magnetic and electric fields. Zbl 1127.35028Boyarchenko, Mitya; Levendorski, Sergei 3 2006 Generalizations of the classical Weyl and Colin de Verdière’s formulas and the orbit method. Zbl 1378.35207Boyarchenko, Mitya; Levendorskii, Sergei 3 2005 Spectral properties of Schrödinger operators with irregular magnetic potentials, for a \(\text{spin }\frac{1}{2}\) particle. Zbl 0902.35076Levendorskij, S. Z. 3 1997 American options in Lévy models with stochastic interest rates. Zbl 1201.91192Boyarchenko, Svetlana; Levendorskiǐ, Sergei 3 2009 Consistency conditions for affine term structure models II. Option pricing under diffusions with embdded jumps. Zbl 1233.91295Levendorskiĭ, Sergei 3 2006 Consistency conditions for affine term structure models. Zbl 1075.91020Levendorskiĭ, Sergei 3 2004 The asymptotics for the number of eigenvalue branches for the magnetic Schrödinger operator \(H-\lambda W\) in a gap of \(H\). Zbl 0870.35073Levendorskij, S. Z. 3 1996 Efficient pricing of barrier options and credit default swaps in Lévy models with stochastic interest rate. Zbl 1411.91545Boyarchenko, Svetlana; Levendorskiĭ, Sergei 3 2017 Static and semistatic hedging as contrarian or conformist bets. Zbl 07326772Boyarchenko, Svetlana; Levendorskiĭ, Sergei 3 2020 Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations. Zbl 1411.91615Boyarchenko, Svetlana; Levendorskiĭ, Sergei 2 2019 Precise spectral asymptotics for perturbed magnetic Schrödinger operator. Zbl 0872.35073Boyarchenko, S. I.; Levendorskij, S. Z. 2 1997 Quantum group \(A_ \infty\). Zbl 0738.17010Levendorskij, Serge; Sojbel’man, Ya. 2 1991 Non-classical spectral asymptotics. Zbl 0671.35064Levendorskij, S. Z. 2 1988 Pricing of perpetual Bermudan options. Zbl 1405.91591Boyarchenko, S. I.; Levendorskii, S. Z. 2 2002 Asymptotics of the spectrum of problems with constraints. Zbl 0615.35063Levendorskij, S. Z. 2 1987 Yangian construction of the Virasoro algebra. Zbl 0860.17019Levendorskij, S. Z.; Sudbery, A. 2 1996 Degenerate elliptic equations. Zbl 0786.35063Levendorskij, Serge 1 1993 Ultra-fast pricing barrier options and CDSs. Zbl 1396.91749Levendorskiĭ, Sergei 1 2017 Degenerate elliptic equations and boundary problems. Zbl 0802.35051Levendorskij, S. Z.; Paneyakh, B. 1 1990 Early exercise boundary and option prices in Lévy driven models. Zbl 1405.91634Levendorskiǐ, S. Z. 1 2004 Asymptotics of the spectrum of linear operator pencils. Zbl 0553.35067Levendorskij, S. Z. 1 1984 Asymptotics of the spectrum of linear operator pencils. Zbl 0571.35081Levendorskij, S. Z. 1 1985 Spectral asymptotics with a remainder estimate for Schrödinger operators with slowly growing potentials. Zbl 0858.35091Levendorskij, S. Z. 1 1996 Asymptotic distribution of eigenvalues of differential operators. Transl. from the Russian. Zbl 0721.35049Levendorskij, Serge 1 1990 On absolute continuity of spectra of periodic elliptic operators. Zbl 0965.35100Kuchment, Peter; Levendorskiǐ, Sergei 1 1999 Magnetic Floquet theory and spectral asymptotics for Schrödinger operators. Zbl 0880.35088Levendorskij, S. Z. 1 1996 Conformal accelerations method and efficient evaluation of stable distributions. Zbl 1459.35374Boyarchenko, Svetlana; Levendorskiĭ, Sergei 1 2020 On types of degenerate elliptic operators. Zbl 0698.35065Levendorskij, S. Z. 1 1990 Static and semistatic hedging as contrarian or conformist bets. Zbl 07326772Boyarchenko, Svetlana; Levendorskiĭ, Sergei 3 2020 Conformal accelerations method and efficient evaluation of stable distributions. Zbl 1459.35374Boyarchenko, Svetlana; Levendorskiĭ, Sergei 1 2020 Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations. Zbl 1411.91615Boyarchenko, Svetlana; Levendorskiĭ, Sergei 2 2019 Pricing arithmetic Asian options under Lévy models by backward induction in the dual space. Zbl 1408.91219Levendorskiĭ, Sergei 4 2018 Efficient pricing of barrier options and credit default swaps in Lévy models with stochastic interest rate. Zbl 1411.91545Boyarchenko, Svetlana; Levendorskiĭ, Sergei 3 2017 Ultra-fast pricing barrier options and CDSs. Zbl 1396.91749Levendorskiĭ, Sergei 1 2017 Pitfalls of the Fourier transform method in affine models, and remedies. Zbl 1396.91803Levendorskiĭ, 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 1398.91567Boyarchenko, Mitya; Levendorskiĭ, Sergei 4 2015 Pricing discrete barrier options and credit default swaps under Lévy processes. Zbl 1402.91825de Innocentis, Marco; Levendorskiĭ, Sergei 14 2014 Preemption games under Lévy uncertainty. Zbl 1311.91061Boyarchenko, Svetlana; Levendorskiĭ, Sergei 10 2014 Method of paired contours and pricing barrier options and CDSs of long maturities. Zbl 1308.91191Levendorskiĭ, Sergei 7 2014 Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks. Zbl 1269.91084Boyarchenko, Svetlana; Levendorskiĭ, Sergei 9 2013 American options in the Heston model with stochastic interest rate and its generalizations. Zbl 1457.91367Boyarchenko, Svetlana; Levendorskiĭ, Sergei 4 2013 Valuation of continuously monitored double barrier options and related securities. Zbl 1278.91180Boyarchenko, Mitya; Levendorskiĭ, Sergei 15 2012 Efficient pricing and reliable calibration in the Heston model. Zbl 1282.91338Levendorskiĭ, Sergei 10 2012 Prices of barrier and first-touch digital options in Lévy-driven models, near barrier. Zbl 1232.91647Boyarchenko, Mitya; de Innocentis, Marco; Levendorskiĭ, Sergei 7 2011 Convergence of price and sensitivities in Carr’s randomization approximation globally and near barrier. Zbl 1229.91316Levendorskiĭ, Sergei 6 2011 Optimal stopping in Lévy models for nonmonotone discontinuous payoffs. Zbl 1246.60064Boyarchenko, Svetlana; Levendorskiĭ, Sergei 4 2011 Fast and accurate pricing of barrier options under Lévy processes. Zbl 1194.91179Kudryavtsev, Oleg; Levendoskiĭ, Sergei 25 2009 American options in regime-switching models. Zbl 1195.60112Boyarchenko, Svetlana; Levendorskii, Sergei 19 2009 Prices and sensitivities of barrier and first-touch digital options in Lévy-driven models. Zbl 1183.91177Boyarchenko, Mitya; Levendorskiĭ, Sergei 15 2009 American options in Lévy models with stochastic interest rates. Zbl 1201.91192Boyarchenko, Svetlana; Levendorskiǐ, Sergei 3 2009 Exit problems in regime-switching models. Zbl 1151.91485Boyarchenko, Svetlana; Levendorskiĭ, Sergei 8 2008 American and European options in multi-factor jump-diffusion models, near expiry. Zbl 1199.91214Levendorskiĭ, Sergei 5 2008 Irreversible decisions under uncertainty. Optimal stopping made easy. Zbl 1131.91001Boyarchenko, Svetlana; Levendorskiĭ, Sergei 23 2007 The eigenfunction expansion method in multi-factor quadratic term structure models. Zbl 1138.91395Boyarchenko, Nina; Levendorskiǐ, Sergei 20 2007 On errors and bias of Fourier transform methods in quadratic term structure models. Zbl 1137.91433Boyarchenko, Nina; Levendorskiĭ, Sergei 5 2007 Optimal stopping made easy. Zbl 1280.91185Boyarchenko, Svetlana; Levendorskiĭ, Sergei 4 2007 Pricing of first touch digitals under normal inverse Gaussian processes. Zbl 1138.91398Kudryavtsev, Oleg; Levendorskiǐ, Sergei 6 2006 Beyond the classical Weyl and Colin de Verdière’s formulas for Schrödinger operators with polynomial magnetic and electric fields. Zbl 1127.35028Boyarchenko, Mitya; Levendorski, Sergei 3 2006 Consistency conditions for affine term structure models II. Option pricing under diffusions with embdded jumps. Zbl 1233.91295Levendorskiĭ, Sergei 3 2006 American options: the EPV pricing model. Zbl 1233.91258Boyarchenko, Svetlana; Levendorskii, Sergei 16 2005 Pseudodiffusions and quadratic term structure models. Zbl 1137.91458Levendorskií, Sergei 5 2005 Generalizations of the classical Weyl and Colin de Verdière’s formulas and the orbit method. Zbl 1378.35207Boyarchenko, Mitya; Levendorskii, Sergei 3 2005 Pricing of the American put under Lévy processes. Zbl 1107.91050Levendorskiĭ, S. Z. 47 2004 Consistency conditions for affine term structure models. Zbl 1075.91020Levendorskiĭ, Sergei 3 2004 Early exercise boundary and option prices in Lévy driven models. Zbl 1405.91634Levendorskiǐ, S. Z. 1 2004 Non-Gaussian Merton-Black-Scholes theory. Zbl 0997.91031Boyarchenko, S. I.; Levendorskij, S. Z. 72 2002 Perpetual American options under Lévy processes. Zbl 1025.60021Boyarchenko, S. I.; Levendorskii, S. Z. 59 2002 Barrier options and touch-and-out options under regular Lévy processes of exponential type. Zbl 1015.60036Boyarchenko, Svetlana; Levendorskiĭ, Sergei 39 2002 On the structure of spectra of periodic elliptic operators. Zbl 1058.35174Kuchment, Peter; Levendorskiĭ, Sergei 19 2002 Pricing of perpetual Bermudan options. Zbl 1405.91591Boyarchenko, S. I.; Levendorskii, S. Z. 2 2002 Feller processes of normal inverse Gaussian type. Zbl 1405.91582Barndorff-Nielsen, O. E.; Levendorskii, S. Z. 12 2001 Option pricing for truncated Lévy processes. Zbl 0973.91037Boyarchenko, Svetlana I.; Levendorskij, Sergei Z. 71 2000 Asymptotic formulae with remainder estimates for eigenvalue branches of the Schrödinger operator \(H-\lambda W\) in a gap of \(H\). Zbl 0911.35081Levendorskiĭ, S. Z. 5 1999 On absolute continuity of spectra of periodic elliptic operators. Zbl 0965.35100Kuchment, Peter; Levendorskiǐ, Sergei 1 1999 Spectral properties of Schrödinger operators with irregular magnetic potentials, for a \(\text{spin }\frac{1}{2}\) particle. Zbl 0902.35076Levendorskij, S. Z. 3 1997 Precise spectral asymptotics for perturbed magnetic Schrödinger operator. Zbl 0872.35073Boyarchenko, 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 0870.35073Levendorskij, S. Z. 3 1996 Yangian construction of the Virasoro algebra. Zbl 0860.17019Levendorskij, S. Z.; Sudbery, A. 2 1996 Spectral asymptotics with a remainder estimate for Schrödinger operators with slowly growing potentials. Zbl 0858.35091Levendorskij, S. Z. 1 1996 Magnetic Floquet theory and spectral asymptotics for Schrödinger operators. Zbl 0880.35088Levendorskij, 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 0846.35091Levendorskij, S. Z. 8 1995 On affine Yangians. Zbl 0834.17012Boyarchenko, S. I.; Levendorskij, S. Z. 4 1994 On PBW bases for Yangians. Zbl 0781.17004Levendorskij, Serge Z. 23 1993 The quantum Weyl group and the universal quantum \(R\)-matrix for affine Lie algebra \(A^{(1)}_ 1\). Zbl 0776.17011Levendorskij, Serge; Soibelman, Yan; Stukopin, Vladimir 22 1993 On generators and defining relations of Yangians. Zbl 0785.17019Levendorskij, S. Z. 19 1993 Degenerate elliptic equations. Zbl 0786.35063Levendorskij, Serge 1 1993 Algebras of functions on compact quantum groups, Schubert cells and quantum tori. Zbl 0729.17011Levendorskij, Serge; Sojbel’man, Ya. S. 59 1991 Quantum Weyl group and a multiplicative formula for the R-matrix of a simple Lie algebra. Zbl 0729.17010Levendorskij, S. Z.; Sojbel’man, Ya. S. 15 1991 Twisted function algebras on a compact quantum group, and their representations. Zbl 0791.17012Levendorskiĭ, S. Z. 4 1991 Quantum group \(A_ \infty\). Zbl 0738.17010Levendorskij, Serge; Sojbel’man, Ya. 2 1991 Some applications of the quantum Weyl groups. Zbl 0729.17009Levendorskij, S. Z.; Sojbel’man, Ya. S. 34 1990 Degenerate elliptic equations and boundary problems. Zbl 0802.35051Levendorskij, S. Z.; Paneyakh, B. 1 1990 Asymptotic distribution of eigenvalues of differential operators. Transl. from the Russian. Zbl 0721.35049Levendorskij, Serge 1 1990 On types of degenerate elliptic operators. Zbl 0698.35065Levendorskij, S. Z. 1 1990 Non-classical spectral asymptotics. Zbl 0671.35064Levendorskij, S. Z. 2 1988 Asymptotics of the spectrum of problems with constraints. Zbl 0615.35063Levendorskij, S. Z. 2 1987 The approximate spectral projection method. Zbl 0631.35072Levendorskij, S. Z. 5 1986 Asymptotics of the spectrum of linear operator pencils. Zbl 0571.35081Levendorskij, S. Z. 1 1985 Asymptotics of the spectrum of linear operator pencils. Zbl 0553.35067Levendorskij, S. Z. 1 1984 Boundary value problems in a half-space for quasielliptic pseudodifferential operators degenerating on the boundary. Zbl 0461.35041Levendorskij, S. Z. 6 1981 all cited Publications top 5 cited Publications all top 5 Cited by 662 Authors 42 Levendorskiĭ, Sergeĭ Zakharovich 17 Boyarchenko, Svetlana I. 11 Li, Lingfei 9 Pistorius, Martijn R. 8 Boyarchenko, Mitya 8 Danilov, Leonid Ivanovich 7 Linetsky, Vadim 7 Razumov, Alexander V. 7 Šťovíček, Pavel 6 Baev, Aleksandr Dmitrievich 6 Guay, Nicolas 6 Kudryavtsev, Oleg 6 Mendoza-Arriaga, Rafael 6 Mijatović, Aleksandar 6 Schwab, Christoph 5 Gautam, Sachin Singh 5 Glau, Kathrin 5 Jing, Naihuan 5 Molev, Alexander I. 5 Toledano Laredo, Valerio 5 Wendlandt, Curtis 5 Zhang, Gongqiu 4 Chen, Xu 4 Ding, Deng 4 Futorny, Vyacheslav M. 4 Hainaut, Donatien 4 Hu, Naihong 4 Kamnitzer, Joel 4 Kyprianou, Andreas E. 4 Lei, Siulong 4 Mordecki, Ernesto 4 Stukopin, Vladimir Alekseevich 4 Tsymbaliuk, Oleksandr 4 Wang, Wenfei 4 Zhang, Honglian 3 Agliardi, Rossella 3 Alvarez, Luis H. R. 3 Andruskiewitsch, Nicolás 3 Beck, Jonathan 3 Company, Rafael 3 Covi, Giovanni 3 Deelstra, Griselda 3 Egami, Masahiko 3 Fabozzi, Frank J. 3 Figueroa-López, José E. 3 Finkelberg, Michael Vladlenovich 3 Fusai, Gianluca 3 Gaß, Maximilian 3 Germano, Guido 3 Göhmann, Frank 3 Jakobsen, Hans Plesner 3 Jódar Sanchez, Lucas Antonio 3 Klümper, Andreas 3 Kuchment, Peter A. 3 Kuznetsov, Alexey 3 Liu, Ming 3 Lorig, Matthew J. 3 Lv, Huilin 3 Madan, Dilip B. 3 Marazzina, Daniele 3 Matache, Ana-Maria 3 Nirov, Khazret S. 3 Rakkolainen, Teppo A. 3 Regelskis, Vidas 3 Sheu, Yuan-Chung 3 Wang, Shuzhou 3 Yamazaki, Kazutoshi 3 Zhang, Yongchao 3 Zheng, Shenzhou 3 Zhu, Songping 2 Ahlip, Rehez 2 Alekseev, Anton Yur’evich 2 Appel, Andrea 2 Arefi, Ahmad 2 Asmussen, Søren 2 Belopol’skaya, Yana Isaevna 2 Beltiţă, Daniel 2 Beltiţă, Ingrid 2 Bianchi, Michele Leonardo 2 Bonito, Andrea 2 Brundan, Jonathan 2 Chan, Leunglung 2 Chen, Wen 2 Coqueret, Guillaume 2 Costantini, Mauro 2 Cox, Ben Lewis 2 Cui, Zhenyu 2 De Commer, Kenny 2 De Concini, Corrado 2 de Innocentis, Marco 2 De Olivera, Federico 2 Enriquez, Benjamin 2 Fakharany, M. 2 Fernández Bonder, Julián 2 Ferreiro-Castilla, Albert 2 Frenkel, Edward V. 2 García, Gastón Andrés 2 Gerhold, Stefan 2 Hieber, Peter 2 Hodges, Timothy J. ...and 562 more Authors all top 5 Cited in 166 Serials 23 International Journal of Theoretical and Applied Finance 22 Communications in Mathematical Physics 21 Quantitative Finance 16 Finance and Stochastics 15 Journal of Mathematical Physics 15 Advances in Mathematics 15 Journal of Algebra 10 Letters in Mathematical Physics 10 Stochastic Processes and their Applications 9 Journal of Computational and Applied Mathematics 8 Annals of Finance 7 Computers & Mathematics with Applications 7 Journal of Functional Analysis 7 The Annals of Applied Probability 7 Selecta Mathematica. New Series 7 Applied Mathematical Finance 7 Mathematical Finance 6 Advances in Applied Probability 6 Journal of Applied Probability 6 Journal of Economic Dynamics & Control 6 European Journal of Operational Research 6 Journal of Mathematical Sciences (New York) 5 Theoretical and Mathematical Physics 5 Duke Mathematical Journal 5 Journal of Mathematical Economics 5 Insurance Mathematics & Economics 5 Journal of the American Mathematical Society 5 Communications in Partial Differential Equations 5 Doklady Mathematics 5 Mathematical Methods of Operations Research 5 Review of Derivatives Research 5 Stochastics 5 SIAM Journal on Financial Mathematics 4 Communications in Algebra 4 Journal of Mathematical Analysis and Applications 4 Journal of Geometry and Physics 4 Functional Analysis and its Applications 4 Numerische Mathematik 4 Statistics & Probability Letters 4 Acta Applicandae Mathematicae 4 Annals of Operations Research 4 International Journal of Computer Mathematics 4 SIAM Journal on Scientific Computing 4 Representation Theory 4 SIGMA. Symmetry, Integrability and Geometry: Methods and Applications 4 Izvestiya Instituta Matematiki i Informatiki. Udmurtskiĭ Gosudarstvennyĭ Universitet 3 The Annals of Statistics 3 Inventiones Mathematicae 3 Journal of Econometrics 3 Journal of Pure and Applied Algebra 3 Transactions of the American Mathematical Society 3 Applied Mathematics Letters 3 Games and Economic Behavior 3 Bernoulli 3 Transformation Groups 3 Abstract and Applied Analysis 3 Asia-Pacific Financial Markets 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 Operations Research 2 Publications of the Research Institute for Mathematical Sciences, Kyoto University 2 Topology and its Applications 2 Journal of Scientific Computing 2 Numerical Algorithms 2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 2 SIAM Journal on Mathematical Analysis 2 Journal of Algebraic Combinatorics 2 St. Petersburg Mathematical Journal 2 Algebras and Representation Theory 2 Czechoslovak Journal of Physics 2 Stochastic Models 2 Advanced Nonlinear Studies 2 Computational Management Science 2 Mathematics and Financial Economics 2 The B. E. Journal of Theoretical Economics 2 Frontiers of Mathematical Finance 1 Inverse Problems 1 Journal d’Analyse Mathématique 1 Journal of Statistical Physics 1 Lithuanian Mathematical Journal 1 Mathematical Methods in the Applied Sciences 1 Mathematical Notes 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Nuclear Physics. B 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 Mathematics of Operations Research 1 Mathematische Zeitschrift ...and 66 more Serials all top 5 Cited in 49 Fields 234 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 194 Probability theory and stochastic processes (60-XX) 141 Nonassociative rings and algebras (17-XX) 97 Partial differential equations (35-XX) 75 Quantum theory (81-XX) 69 Numerical analysis (65-XX) 64 Associative rings and algebras (16-XX) 36 Operator theory (47-XX) 33 Statistics (62-XX) 21 Functional analysis (46-XX) 17 Group theory and generalizations (20-XX) 13 Global analysis, analysis on manifolds (58-XX) 12 Operations research, mathematical programming (90-XX) 11 Integral transforms, operational calculus (44-XX) 11 Statistical mechanics, structure of matter (82-XX) 10 Harmonic analysis on Euclidean spaces (42-XX) 10 Integral equations (45-XX) 10 Systems theory; control (93-XX) 9 Topological groups, Lie groups (22-XX) 9 Differential geometry (53-XX) 8 Algebraic geometry (14-XX) 8 Category theory; homological algebra (18-XX) 6 Real functions (26-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 5 Commutative algebra (13-XX) 5 Special functions (33-XX) 5 Dynamical systems and ergodic theory (37-XX) 4 Combinatorics (05-XX) 4 Functions of a complex variable (30-XX) 4 Ordinary differential equations (34-XX) 3 Number theory (11-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 \(K\)-theory (19-XX) 3 Abstract harmonic analysis (43-XX) 3 Manifolds and cell complexes (57-XX) 3 Optics, electromagnetic theory (78-XX) 2 Several complex variables and analytic spaces (32-XX) 2 Difference and functional equations (39-XX) 2 Approximations and expansions (41-XX) 2 Algebraic topology (55-XX) 2 Computer science (68-XX) 2 Fluid mechanics (76-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) 1 Relativity and gravitational theory (83-XX) 1 Biology and other natural sciences (92-XX) Citations by Year