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Results:
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Results: 10
Authors:
Doney, R. A.
Kyprianou, A. E.
Citation: A. Doney, R. et E. Kyprianou, A., Overshoots and undershoots of Lévy processes, Annals of applied probability , 16(1), 2006, pp. 91-106
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
Authors:
Harris, S. C.
Hesse, M.
Kyprianou, A. E.
Citation: C. Harris, S. et al., Branching Brownian motion in a strip: Survival near criticality, Annals of probability , 44(1), 2016, pp. 235-275
Authors:
Harris, S. C.
Kyprianou, A. E.
Hesse, M.
Citation: C. Harris, S. et al., Branching Brownian motion in a strip: Survival near criticality, Annals of probability (Online) , 44(1), 2016, pp. 235-275
Authors:
Kyprianou, A. E.
Pardo, J. C.
Rivero, V.
Citation: E. Kyprianou, A. et al., Exact and asymptotic n-tuple laws at first and last passage, Annals of applied probability , 20(2), 2010, pp. 522-564
Authors:
Kyprianou, A. E.
Pistorius, M. R.
Citation: E. Kyprianou, A. et R. Pistorius, M., Perpetual options and Canadization through fluctuation theory, Annals of applied probability , 13(3), 2003, pp. 1077-1098
Authors:
Kuznetsov, A.
Kyprianou, A. E.
Pardo, J. C.
Citation: A. Kuznetsov, et al., Meromorphic Lévy processes and their fluctuation identities, Annals of applied probability , 22(3), 2012, pp. 1101-1135
Authors:
Berestycki, J.
Harris, S. C.
Kyprianou, A. E.
Citation: J. Berestycki, et al., Traveling waves and homogeneous fragmentation, Annals of applied probability , 21(5), 2011, pp. 1749-1794
Authors:
Alili, L.
Kyprianou, A. E.
Citation: L. Alili, et E. Kyprianou, A., Some remarks on first passage of Lévy processes, the American put and pasting principles, Annals of applied probability , 15(3), 2005, pp. 2062-2080
Authors:
A. Kuznetsov,
Kyprianou, A. E.
Pardo, J. C.
Schaik,K. van
Citation: A. Kuznetsov, et al., A Wiener.Hopf Monte Carlo simulation technique for Lévy processes, Annals of applied probability , 21(6), 2011, pp. 2171-2190
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