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Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
Authors: Avram, F. Kyprianou, A. E. Pistorius, M. R.
Citation: F. Avram, et al., Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options, Annals of applied probability , 14(1), 2004, pp. 215-238
On Gerber.Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function
Authors: Avram, F. Palmowski, Z. Pistorius, M. R.
Citation: F. Avram, et al., On Gerber.Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function, Annals of applied probability , 25(4), 2015, pp. 1868-1935
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