## Publications |

Further
calculations for Israeli options, (with Andreas
Kyprianou ) *Stoch. Stoch. Rep. * **76** (2004) pp. 549-569.

Examples of optimal stopping via measure
transformation for processes with one-sided jumps, *Stochastics ***79** (2007) pp 303-307.

The McKean stochastic game driven by a spectrally negative Lévy process (with Andreas
Kyprianou ). *Electronic Journal of Probability* **8** (2008) pp. 173 - 197.

PhD thesis Fluctuation Theory and Stochastic Games for Spectrally Negative Lévy Processes. Please contact me if you would like to receive a copy.

The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process (with Andreas
Kyprianou ). *Theory of Probability and Its Applications (Teoriya Veroyatnostei i ee Primeneniya)* **53**(2009) pp. 481-499

Last exit before an exponential time for spectrally negative Lévy processes. *Journal of Applied Probability* **46** (2009) pp. 542-558

Some excursion calculations for reflected Lévy processes. *ALEA* **6** (2009) pp. 149-162.

The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process (with Andreas
Kyprianou and Juan Carlos Pardo). *Stochastic Processes and their Applications* **121** (2011) pp. 1266-1289.

Further calculations for the McKean stochastic game for a spectrally negative Lévy process:
from a point to an interval (with Kees van Schaik). *Journal of Applied Probability* **48** (2011) pp. 200-216.

Predicting the time at which a Lévy process attains its ultimate supremum (with Kees van Schaik). *Acta Applicandae Mathematicae* **134** (2014), pp. 21-44.

Optimality of doubly reflected Levy processes in singular control (with Kazutoshi Yamazaki). *Stochastic Processes and their
Applications* **125** (2015), pp. 2727-2751.

Optimal double stopping of a Brownian bridge (with Nan Chen, Budhi A. Surya and Kazutoshi Yamazaki). *Advances in Applied Probability* **47.4** (2015), To appear.

Gerber-Shiu functionals at Parisian ruin for Lévy insurance risk processes (with Juan Carlos Pardo, José Luis Pérez and Jean-François Renaud) *Journal of Applied Probability 53.2 (2016), To appear.
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