| Evaluating scale functions of spectrally negative Lévy processes BA Surya Journal of Applied Probability 45 (1), 135-149, 2008 | 72 | 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 | 71 | 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 10 (2), 186-195, 2011 | 56 | 2011 |
| On the Novikov-Shiryaev optimal stopping problems in continuous time A Kyprianou, B Surya Electronic Communications in Probability 10, 146-154, 2005 | 56 | 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 | 44 | 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 | 21 | 2018 |
| 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 |
| Optimal double stopping of a Brownian bridge EJ Baurdoux, N Chen, BA Surya, K Yamazaki Advances in Applied Probability 47 (4), 1212-1234, 2015 | 8 | 2015 |
| Testing the Efficient Market Hypothesis on weak and semistrong form in the Indonesian Stock Market GD Rizkianto, BA Surya Journal of Business and Management 3 (2), 179-190, 2014 | 8 | 2014 |
| Implication of Right Issue Cum and Ex-Date Announcement to the Stock Return (Empirical Study on Indonesia Stock Exchange Period: 2009-2012) B Sugiana, BA Surya Bandung Institute of Technology, 2013 | 8 | 2013 |
| 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 | 8 | 2007 |
| 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 | 7 | 2021 |
| 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 | 7 | 2014 |
| Optimal portfolio analysis with risk-free assets using index-tracking and Markowitz mean-variance portfolio optimization model N Pinasthika, BA Surya Journal Of Business And Management 3 (7), 737-751, 2014 | 7 | 2014 |
| 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 | 6 | 2020 |
| 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 |
| Distributional properties of the mixture of continuous-time absorbing Markov chains moving at different speeds BA Surya Stochastic Systems 8 (1), 29-44, 2018 | 5 | 2018 |
| Two-dimensional Hull-White model for stochastic volatility and its nonlinear filtering estimation BA Surya Procedia Computer Science 4, 1431-1440, 2011 | 5 | 2011 |
| Stress-Testing The Indonesia Economic Sectors by Shock on ITS Macroeconomic Variable (An Analysis of Firm-Wide Probability of Default) A Munich, BA Surya Bandung Institute of Technology, 2013 | 4 | 2013 |
Andreas KyprianouProfessor of Mathematics, University of Bath, UKBestätigte E-Mail-Adresse bei bath.ac.uk
