| Introductory lectures on fluctuations of Lévy processes with applications AE Kyprianou Springer Berlin Heidelberg, 2006 | 1408 | 2006 |
| Fluctuations of Lévy processes with applications: Introductory Lectures AE Kyprianou Springer Science & Business Media, 2014 | 693 | 2014 |
| The theory of scale functions for spectrally negative Lévy processes A Kuznetsov, AE Kyprianou, V Rivero Lévy Matters II: Recent Progress in Theory and Applications: Fractional Lévy …, 2012 | 337 | 2012 |
| Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options F Avram, AE Kyprianou, MR Pistorius The Annals of Applied Probability 14 (1), 215-238, 2004 | 328 | 2004 |
| Measure change in multitype branching JD Biggins, AE Kyprianou Advances in Applied Probability 36 (2), 544-581, 2004 | 285 | 2004 |
| Some remarks on first passage of Lévy processes, the American put and pasting principles L Alili, AE Kyprianou | 284 | 2005 |
| Ruin probabilities and overshoots for general Lévy insurance risk processes C Klüppelberg, AE Kyprianou, RA Maller | 244 | 2004 |
| Seneta-Heyde norming in the branching random walk JD Biggins, AE Kyprianou The Annals of Probability 25 (1), 337-360, 1997 | 170 | 1997 |
| Overshoots and undershoots of Lévy processes RA Doney, AE Kyprianou | 168 | 2006 |
| Smoothness of scale functions for spectrally negative Lévy processes T Chan, AE Kyprianou, M Savov Probability Theory and Related Fields 150 (3), 691-708, 2011 | 160 | 2011 |
| Old and new examples of scale functions for spectrally negative Lévy processes F Hubalek, E Kyprianou Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro …, 2011 | 154 | 2011 |
| Exotic option pricing and advanced Lévy models A Kyprianou, W Schoutens, P Wilmott John Wiley & Sons, 2006 | 149 | 2006 |
| Meromorphic Lévy processes and their fluctuation identities A Kuznetsov, AE Kyprianou, JC Pardo | 134 | 2012 |
| Refracted lévy processes AE Kyprianou, RL Loeffen Annales de l'IHP Probabilités et statistiques 46 (1), 24-44, 2010 | 133 | 2010 |
| Some calculations for Israeli options AE Kyprianou Finance and Stochastics 8 (1), 73-86, 2004 | 127 | 2004 |
| Fixed points of the smoothing transform: the boundary case J Biggins, A Kyprianou | 126 | 2005 |
| A Wiener–Hopf Monte Carlo simulation technique for Lévy processes A Kuznetsov, AE Kyprianou, JC Pardo, K van Schaik | 121 | 2011 |
| Travelling wave solutions to the KPP equation: alternatives to Simon Harris' probabilistic analysis AE Kyprianou Annales de l'Institut Henri Poincare (B) Probability and Statistics 40 (1 …, 2004 | 119 | 2004 |
| Perpetual options and Canadization through fluctuation theory AE Kyprianou, MR Pistorius The Annals of Applied Probability 13 (3), 1077-1098, 2003 | 115 | 2003 |
| A note on scale functions and the time value of ruin for Lévy insurance risk processes E Biffis, AE Kyprianou Insurance: Mathematics and Economics 46 (1), 85-91, 2010 | 113 | 2010 |
