Alexey Kuznetsov

Finance · 2009–2015

A researcher in the Science corpus: 7 papers; trusts 46 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

• Finance — 68 citations into it; #3,802 of 10,518 by trust here, #5,014 by citations
• Management Science and Operations Research — 50 citations into it; #2,925 of 11,946 by trust here, #3,357 by citations
• Mathematical Physics — 45 citations into it; #2,064 of 8,562 by trust here, #2,904 by citations
• Applied Mathematics — 20 citations into it; #2,035 of 7,620 by trust here, #5,097 by citations
• Demography — 14 citations into it
• Management Information Systems — 14 citations into it
• Economics and Econometrics — 10 citations into it
• Statistics and Probability — 7 citations into it; #7,381 of 12,932 by trust here, #5,126 by citations

Whom Alexey Kuznetsov trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Andreas E. Kyprianou
2. María Emilia Caballero
3. Alan L. Lewis
4. Ronnie Loeffen
5. Ernesto Mordecki
6. Martijn Pistorius
7. Svetlana Boyarchenko
8. Søren Asmussen
9. Peter P. Carr
10. L. Chaumont

Who trusts Alexey Kuznetsov overall

1. Andreas E. Kyprianou
2. Pierre Patie
3. Lotfi Boudabsa
4. Juan Carlos Pardo
5. Mateusz Kwaśnicki
6. Mladen Savov
7. Yongxia Zhao
8. Thomas Simon
9. Hansjörg Albrecher *
10. Jevgenijs Ivanovs

Papers from Alexey Kuznetsov's perspective

Ordered by how strongly the researchers Alexey Kuznetsov trusts endorse each paper. Same corpus, a different order for every researcher.

1. Introductory Lectures on Fluctuations of Lévy Processes with Applications
2. Ruin probabilities and overshoots for general Lévy insurance risk processes
3. Lévy Processes in Finance: Pricing Financial Derivatives
4. Non-Gaussian Merton-Black-Scholes theory
5. Russian and American put options under exponential phase-type Lévy models
6. Recurrent extensions of self-similar Markov processes and Cramér’s condition II
7. An Introduction to Probability Theory and Its Applications
8. On the optimal dividend problem for a spectrally negative Lévy process
9. The Fine Structure of Asset Retums : An Empirical Investigation '
10. Evaluating first-passage probabilities for spectrally one-sided Lévy processes (Journal of Applied Probability)

Their papers

• The Theory of Scale Functions for Spectrally Negative Lévy Processes (2011) — 297 citations
• Meromorphic Lévy processes and their fluctuation identities. (2010) — 116 citations
• Wiener–Hopf factorization and distribution of extrema for a family of Lévy processes (2010) — 117 citations
• A Wiener–Hopf Monte Carlo simulation technique for Lévy processes (2009) — 87 citations
• Fractional Laplace Operator and Meijer G-function (2015) — 80 citations
• On extrema of stable processes. (2010) — 62 citations
• Fluctuations of Stable Processes and Exponential Functionals of Hypergeometric Lévy Processes (2010) — 87 citations