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Andreas Kyprianou
AD Scientific Index 2024
Natural Sciences / Mathematical Sciences
University of Bath - Bath / United Kingdom
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Andreas Kyprianou's MOST POPULAR ARTICLES
1-)
Introductory lectures on fluctuations of Lévy processes with applicationsAE KyprianouSpringer Science & Business Media, 200612902006
2-)
Fluctuations of Lévy processes with applications: Introductory LecturesAE KyprianouSpringer Science & Business Media, 20144872014
3-)
Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian optionsF Avram, AE Kyprianou, MR PistoriusThe Annals of Applied Probability 14 (1), 215-238, 20042962004
4-)
The theory of scale functions for spectrally negative Lévy processesS Cohen, A Kuznetsov, AE Kyprianou, V Rivero, A Kuznetsov, ...Lévy Matters II: Recent Progress in Theory and Applications: Fractional Lévy …, 20132922013
5-)
Some remarks on first passage of Lévy processes, the American put and pasting principlesL Alili, AE Kyprianou2692005
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