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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: 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: 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

Authors: Davis, M. H. A. Pistorius, M. R.

Citation: A. Davis, M. H. et R. Pistorius, M., Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk, Annals of applied probability , 25(5), 2015, pp. 2383-2415