Introductory lectures on fluctuations of Lévy processes with applications AE Kyprianou Springer Science & Business Media, 2006 | 1264 | 2006 |

Fluctuations of Lévy processes with applications: Introductory Lectures AE Kyprianou Springer Science & Business Media, 2014 | 441 | 2014 |

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 | 290 | 2004 |

Some remarks on first passage of Lévy processes, the American put and pasting principles L Alili, AE Kyprianou The Annals of Applied Probability 15 (3), 2062-2080, 2005 | 260 | 2005 |

The theory of scale functions for spectrally negative Lévy processes A Kuznetsov, AE Kyprianou, V Rivero Lévy matters II, 97-186, 2012 | 253 | 2012 |

Measure change in multitype branching JD Biggins, AE Kyprianou Advances in Applied Probability 36 (2), 544-581, 2004 | 227 | 2004 |

Ruin probabilities and overshoots for general Lévy insurance risk processes C Klüppelberg, AE Kyprianou, RA Maller The Annals of Applied Probability 14 (4), 1766-1801, 2004 | 219 | 2004 |

Seneta-Heyde norming in the branching random walk JD Biggins, AE Kyprianou The Annals of Probability 25 (1), 337-360, 1997 | 160 | 1997 |

Overshoots and undershoots of Lévy processes RA Doney, AE Kyprianou The Annals of Applied Probability 16 (1), 91-106, 2006 | 152 | 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 | 145 | 2011 |

Exotic option pricing and advanced Lévy models A Kyprianou, W Schoutens, P Wilmott John Wiley & Sons, 2006 | 135 | 2006 |

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, 119-145, 2011 | 131 | 2011 |

Meromorphic Lévy processes and their fluctuation identities A Kuznetsov, AE Kyprianou, JC Pardo The Annals of Applied Probability 22 (3), 1101-1135, 2012 | 117 | 2012 |

Some calculations for Israeli options AE Kyprianou Finance and Stochastics 8 (1), 73-86, 2004 | 114 | 2004 |

Fixed points of the smoothing transform: the boundary case J Biggins, A Kyprianou Electronic Journal of Probability 10, 609-631, 2005 | 112 | 2005 |

Refracted lévy processes AE Kyprianou, RL Loeffen Annales de l'IHP Probabilités et statistiques 46 (1), 24-44, 2010 | 109 | 2010 |

Local extinction versus local exponential growth for spatial branching processes J Engländer, AE Kyprianou The Annals of Probability 32 (1A), 78-99, 2004 | 107 | 2004 |

Distributional study of de Finetti's dividend problem for a general Lévy insurance risk process AE Kyprianou, Z Palmowski Journal of Applied Probability 44 (2), 428-443, 2007 | 106 | 2007 |

A Wiener–Hopf Monte Carlo simulation technique for Lévy processes A Kuznetsov, AE Kyprianou, JC Pardo, K van Schaik The Annals of Applied Probability 21 (6), 2171-2190, 2011 | 101 | 2011 |

Perpetual options and Canadization through fluctuation theory AE Kyprianou, MR Pistorius The Annals of Applied Probability 13 (3), 1077-1098, 2003 | 99 | 2003 |