| Introductory lectures on fluctuations of Lévy processes with applications AE Kyprianou Springer Science & Business Media, 2006 | 1379 | 2006 |
| Fluctuations of Lévy processes with applications: Introductory Lectures AE Kyprianou Springer Science & Business Media, 2014 | 616 | 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 | 313 | 2004 |
| The theory of scale functions for spectrally negative Lévy processes S Cohen, A Kuznetsov, AE Kyprianou, V Rivero, A Kuznetsov, ... Lévy Matters II: Recent Progress in Theory and Applications: Fractional Lévy …, 2013 | 306 | 2013 |
| Some remarks on first passage of Lévy processes, the American put and pasting principles L Alili, AE Kyprianou | 280 | 2005 |
| Measure change in multitype branching JD Biggins, AE Kyprianou Advances in Applied Probability 36 (2), 544-581, 2004 | 271 | 2004 |
| Ruin probabilities and overshoots for general Lévy insurance risk processes C Klüppelberg, AE Kyprianou, RA Maller | 240 | 2004 |
| Seneta-Heyde norming in the branching random walk JD Biggins, AE Kyprianou The Annals of Probability 25 (1), 337-360, 1997 | 167 | 1997 |
| Overshoots and undershoots of Lévy processes RA Doney, AE Kyprianou | 165 | 2006 |
| Smoothness of scale functions for spectrally negative Lévy processes T Chan, AE Kyprianou, M Savov Probability Theory and Related Fields 150, 691-708, 2011 | 156 | 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 | 151 | 2011 |
| Exotic option pricing and advanced Lévy models A Kyprianou, W Schoutens, P Wilmott John Wiley & Sons, 2006 | 140 | 2006 |
| Refracted lévy processes AE Kyprianou, RL Loeffen Annales de l'IHP Probabilités et statistiques 46 (1), 24-44, 2010 | 128 | 2010 |
| Meromorphic Lévy processes and their fluctuation identities A Kuznetsov, AE Kyprianou, JC Pardo | 127 | 2012 |
| Some calculations for Israeli options AE Kyprianou Finance and Stochastics 8, 73-86, 2004 | 126 | 2004 |
| Fixed points of the smoothing transform: the boundary case J Biggins, A Kyprianou | 120 | 2005 |
| A Wiener–Hopf Monte Carlo simulation technique for Lévy processes A Kuznetsov, AE Kyprianou, JC Pardo, K van Schaik | 118 | 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 | 118 | 2004 |
| Perpetual options and Canadization through fluctuation theory AE Kyprianou, MR Pistorius The Annals of Applied Probability 13 (3), 1077-1098, 2003 | 114 | 2003 |
| 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 | 113 | 2007 |
