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Books and chapters in books

1.        S. Boyarchenko and S. Levendorskiĭ, No-Arbitrage pricing: analytical and numerical methods, under preparation for Chapman & Hall (the text should be delivered in April 2009)

2.        S. Boyarchenko and S. Levendorskiĭ, Irreversible Decisions under Uncertainty (Optimal Stopping made Easy), Springer-Verlag, Berlin, 2007, xvi+283 pp.

3.        S. Boyarchenko and S. Levendorskiĭ, Non-Gaussian Merton-Black-Scholes theory, World Scientific, Singapore, 2002, xxi+398 pp.

4.        S. Levendorskiĭ, Degenerate elliptic equations. Mathematics and its Applications, 258. Kluwer Academic Publishers Group, Dordrecht, 1993, xii+431 pp.

5.        S. Levendorskiĭ Asymptotic distribution of eigenvalues of differential operators. Translated from the Russian. Mathematics and its Applications (Soviet Series), 53. Kluwer Academic Publishers Group, Dordrecht, 1990, xviii+279 pp.

6.        S. Levendorskiĭ and B. Paneyakh, Degenerate elliptic equations and boundary value problems. In Encyclopedia of Mathematical Sciences, v.63, 131-202, Springer-Verlag, 1994

 

Contact details

Department of Mathematics
University of Leicester
University Road
Leicester LE1 7RH
United Kingdom

Tel.: +44 (0)116 252 3917
Fax: +44 (0)116 252 3915

Undergraduate Admissions: mathsug@le.ac.uk
Postgraduate Admissions: mathspg@le.ac.uk

General email: maths@mcs.le.ac.uk