Details about Svetlana Boyarchenko

Access statistics for papers by Svetlana Boyarchenko.

Last updated 2008-03-10. Update your information in the RePEc Author Service.

Short-id: pbo123

Working Papers

2006

1. General option exercise rules, with applications to embedded options and monopolistic expansion
   2006 Meeting Papers, Society for Economic Dynamics
   Also in Finance, EconWPA (2005) View citations
   See also Journal Article in Contributions to Theoretical Economics (2006)

2005

2. A theory of endogenous time preference, and discounted utility anomalies
   Microeconomics, EconWPA View citations
3. Buridan's Ass and a Menu of Options
   Game Theory and Information, EconWPA
4. Discount factors ex post and ex ante, and discounted utility anomalies
   Microeconomics, EconWPA View citations
5. Practical guide to real options in discrete time II
   Finance, EconWPA

2004

6. American options: the EPV pricing model
   Finance, EconWPA View citations
   See also Journal Article in Annals of Finance (2005)
7. Inside and Outside Money, with an Application to the Russian Virtual Economy
   Macroeconomics, EconWPA View citations
8. Optimal stopping made easy
   Finance, EconWPA View citations
   See also Journal Article in Journal of Mathematical Economics (2007)
9. Practical guide to real options in discrete time
   Finance, EconWPA View citations
   Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations
   See also Journal Article in International Economic Review (2007)
10. Real options and the universal bad news principle
    Finance, EconWPA View citations
    Also in Levine's Bibliography, UCLA Department of Economics (2004) View citations
11. Search, layoffs and reservation wages when job offers follow a stochastic process
    Macroeconomics, EconWPA

2003

12. A Three-Sector Model of the Russian Virtual Economy
    EERC Working Paper Series, EERC Research Network, Russia and CIS

2001

13. Arrow's Equivalency Theorem in a Model with Neoclassical Firms
    Penn CARESS Working Papers, Penn Economics Department
    See also Journal Article in Economic Theory (2004)
14. Capital Accumulation under Non-Gaussian Processes and the Marshallian Law
    Penn CARESS Working Papers, Penn Economics Department View citations
15. Money Substitutes in the Russian Virtual Economy: Sources and Impact on the Economy
    EERC Working Paper Series, EERC Research Network, Russia and CIS

2000

16. Search-Money-and-Barter Models of Financial Stabilization
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School View citations

1998

17. Models of Investment under Uncertainty when Shocks are Non-Gaussian. On the Impact of the Policy Uncertainty on Investment
    EERC Working Paper Series, EERC Research Network, Russia and CIS

Journal Articles

2008

1. Exit problems in regime-switching models
   Journal of Mathematical Economics, 2008, 44, (2), 180-206 View citations

2007

2. Optimal stopping made easy
   Journal of Mathematical Economics, 2007, 43, (2), 201-217
   See also Working Paper (2004)
3. PRACTICAL GUIDE TO REAL OPTIONS IN DISCRETE TIME
   International Economic Review, 2007, 48, (1), 311-342
   See also Working Paper (2004)

2006

4. General Option Exercise Rules, with Applications to Embedded Options and Monopolistic Expansion
   Contributions to Theoretical Economics, 2006, 6, (1), 1292-1292
   See also Working Paper (2006)

2005

5. American options: the EPV pricing model
   Annals of Finance, 2005, 1, (3), 267-292 View citations
   See also Working Paper (2004)

2004

6. Arrow's equivalency theorem in a model with neoclassical firms
   Economic Theory, 2004, 23, (4), 739-775
   See also Working Paper (2001)
7. Irreversible Decisions and Record-Setting News Principles
   American Economic Review, 2004, 94, (3), 557-568 View citations

2002

8. Pricing of perpetual Bermudan options
   Quantitative Finance, 2002, 2, (6), 432-442 View citations