1. Prices and sensitivities of barrier and first-touch digital options in L�vy-driven models (working paper;M Boyarchenko;Available at SSRN,2008
2. Levendorski ? i, Perpetual American options under L�vy processes;S I Boyarchenko;SIAM Journal on Control and Optimization,2001
3. Non-Gaussian Merton-Black-Scholes theory;S I Boyarchenko;Adv. Ser. Stat. Sci. Appl. Probab,2002
4. L�vy processes and infinitely divisible distributions;K Sato;Cambridge Stud. Adv. Math,1999