Publications
THE 2-SIDED EXIT PROBLEM FOR SPECTRALLY POSITIVE LEVY PROCESSES
– Advances in Applied Probability
(2016)
22,
486
(doi: 10.2307/1427548)
Pitman's 2M – X property for one-dimensional diffusions
– Advances in Applied Probability
(2016)
12,
293
(doi: 10.1017/s0001867800049648)
The joint law of the extrema, final value and signature of a stopped random walk
(2015)
2137,
321
(doi: 10.1007/978-3-319-18585-9_15)
EVOLUTION OF FIRM SIZE
– International Journal of Theoretical and Applied Finance
(2014)
17,
1450031
(doi: 10.1142/s0219024914500319)
The k-record processes are i.i.d.
– Probability Theory and Related Fields
(2013)
67,
197
(doi: 10.1007/BF00535268)
Addendum to “itô excursion theory via resolvents”
– Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
(2013)
67,
473
(doi: 10.1007/BF00532050)
Failure and Rescue in an Interbank Network
– Management Science
(2013)
59,
882
(doi: 10.1287/mnsc.1120.1569)
- <
- 3 of 13