| Evaluating scale functions of spectrally negative Lévy processes BA Surya Journal of Applied Probability 45 (1), 135-149, 2008 | 78 | 2008 |
| Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels AE Kyprianou, BA Surya Finance and Stochastics 11 (1), 131-152, 2007 | 73 | 2007 |
| Analisis pengaruh tingkat suku bunga sbi, exchange rate, ukuran perusahaan, debt to equity ratio dan bond terhadap yield obligasi korporasi di indonesia BA Surya, TG Nasher Jurnal Manajemen Teknologi, 2011 | 65 | 2011 |
| On the Novikov-Shiryaev optimal stopping problems in continuous time A Kyprianou, B Surya | 62 | 2005 |
| An approach for solving perpetual optimal stopping problems driven by Lévy processes BA Surya Stochastics An International Journal of Probability and Stochastic Processes …, 2007 | 49 | 2007 |
| Discounted penalty function at Parisian ruin for Lévy insurance risk process R Loeffen, Z Palmowski, BA Surya Insurance: Mathematics and Economics 83, 190-197, 2018 | 35 | 2018 |
| The Leland–Toft optimal capital structure model under Poisson observations Z Palmowski, JL Pérez, BA Surya, K Yamazaki Finance and Stochastics 24 (4), 1035-1082, 2020 | 26 | 2020 |
| A two-phase dynamic contagion model for COVID-19 Z Chen, A Dassios, V Kuan, JW Lim, Y Qu, B Surya, H Zhao Results in Physics 26, 104264, 2021 | 16 | 2021 |
| Maximum likelihood recursive state estimation: An incomplete-information based approach BA Surya Automatica 168, 111820, 2024 | 14 | 2024 |
| Optimal capital structure with scale effects under spectrally negative Lévy models BA Surya, K Yamazaki International Journal of Theoretical and Applied Finance 17 (02), 1450013, 2014 | 12 | 2014 |
| Optimal Portofolio Analysis with Risk-free Assets using Index-tracking Portfolio Optimization Model N Pinasthika, BA Surya Journal Of Business And Management 3 (7), 2014 | 12 | 2014 |
| A note on a change of variable formula with local time-space for Lévy processes of bounded variation AE Kyprianou, BA Surya Séminaire de Probabilités XL, 97-104, 2007 | 12 | 2007 |
| Optimal double stopping of a Brownian bridge EJ Baurdoux, N Chen, BA Surya, K Yamazaki Advances in Applied Probability 47 (4), 1212-1234, 2015 | 11 | 2015 |
| Optimal stopping problems driven by Lévy processes and pasting principles BA Surya Utrecht University, 2007 | 11 | 2007 |
| Optimal portfolio selection based on expected shortfall under generalized hyperbolic distribution BA Surya, R Kurniawan Asia-Pacific Financial Markets 21 (3), 193-236, 2014 | 10 | 2014 |
| Distributional properties of the mixture of continuous-time absorbing Markov chains moving at different speeds BA Surya Stochastic Systems 8 (1), 29-44, 2018 | 9 | 2018 |
| Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process Z Palmowski, BA Surya Insurance: Mathematics and Economics 93, 168-177, 2020 | 8 | 2020 |
| Two-dimensional Hull-White model for stochastic volatility and its nonlinear filtering estimation BA Surya Procedia Computer Science 4, 1431-1440, 2011 | 7 | 2011 |
| Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process BA Surya 2017 MATRIX Annals, 311-326, 2019 | 5 | 2019 |
| Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path BA Surya Journal of Multivariate Analysis 191, 105021, 2022 | 3 | 2022 |
Zbigniew PalmowskiWroclaw University of Science and TechnologyVerified email at pwr.edu.pl
