Andreas Kyprianou
Andreas Kyprianou
Professor of Mathematics, University of Bath, UK
Verified email at bath.ac.uk - Homepage
Title
Cited by
Cited by
Year
Introductory lectures on fluctuations of LÚvy processes with applications
AE Kyprianou
Springer Science & Business Media, 2006
12332006
Fluctuations of LÚvy processes with applications: Introductory Lectures
AE Kyprianou
Springer Science & Business Media, 2014
4022014
Exit problems for spectrally negative LÚvy processes and applications to (Canadized) Russian options
F Avram, AE Kyprianou, MR Pistorius
The Annals of Applied Probability 14 (1), 215-238, 2004
2852004
Some remarks on first passage of LÚvy processes, the American put and pasting principles
L Alili, AE Kyprianou
The Annals of Applied Probability 15 (3), 2062-2080, 2005
2592005
The theory of scale functions for spectrally negative LÚvy processes
A Kuznetsov, AE Kyprianou, V Rivero
LÚvy matters II, 97-186, 2012
2402012
Measure change in multitype branching
JD Biggins, AE Kyprianou
Advances in Applied Probability 36 (2), 544-581, 2004
2182004
Ruin probabilities and overshoots for general LÚvy insurance risk processes
C KlŘppelberg, AE Kyprianou, RA Maller
The Annals of Applied Probability 14 (4), 1766-1801, 2004
2142004
Seneta-Heyde norming in the branching random walk
JD Biggins, AE Kyprianou
The Annals of Probability 25 (1), 337-360, 1997
1551997
Overshoots and undershoots of LÚvy processes
RA Doney, AE Kyprianou
The Annals of Applied Probability 16 (1), 91-106, 2006
1492006
Smoothness of scale functions for spectrally negative LÚvy processes
T Chan, AE Kyprianou, M Savov
Probability Theory and Related Fields 150 (3), 691-708, 2011
1412011
Exotic option pricing and advanced LÚvy models
A Kyprianou, W Schoutens, P Wilmott
John Wiley & Sons, 2006
1302006
Old and new examples of scale functions for spectrally negative LÚvy processes
F Hubalek, E Kyprianou
Seminar on stochastic analysis, random fields and applications VI, 119-145, 2011
1282011
Some calculations for Israeli options
AE Kyprianou
Finance and Stochastics 8 (1), 73-86, 2004
1122004
Meromorphic LÚvy processes and their fluctuation identities
A Kuznetsov, AE Kyprianou, JC Pardo
The Annals of Applied Probability 22 (3), 1101-1135, 2012
1082012
Fixed points of the smoothing transform: the boundary case
J Biggins, A Kyprianou
Electronic Journal of Probability 10, 609-631, 2005
1072005
Distributional study of de Finetti's dividend problem for a general LÚvy insurance risk process
AE Kyprianou, Z Palmowski
Journal of Applied Probability 44 (2), 428-443, 2007
1062007
Refracted lÚvy processes
AE Kyprianou, RL Loeffen
Annales de l'IHP ProbabilitÚs et statistiques 46 (1), 24-44, 2010
1032010
Local extinction versus local exponential growth for spatial branching processes
J Englńnder, AE Kyprianou
The Annals of Probability 32 (1A), 78-99, 2004
1022004
Perpetual options and Canadization through fluctuation theory
AE Kyprianou, MR Pistorius
The Annals of Applied Probability 13 (3), 1077-1098, 2003
1012003
A Wiener–Hopf Monte Carlo simulation technique for LÚvy processes
A Kuznetsov, AE Kyprianou, JC Pardo, K van Schaik
The Annals of Applied Probability 21 (6), 2171-2190, 2011
982011
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