Offer Kella
Advances in Applied Probability · 2000–2011
A researcher in the Science corpus: 4 papers; trusts 2 researchers and is trusted by 7 researchers here, as inferred from the citation graph.
Whom Offer Kella trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Offer Kella overall
Papers from Offer Kella's perspective
Ordered by how strongly the researchers Offer Kella trusts endorse each paper. Same corpus, a different order for every researcher.
- A multi-dimensional martingale for Markov additive processes and its applications (Advances in Applied Probability)
- Russian and American put options under exponential phase-type Lévy models
- Fluctuations of spectrally negative Markov additive processes
- An Introduction to Probability Theory and Its Applications
- Markov Chains and Stochastic Stability
- First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type (Journal of Applied Probability)
- An Introduction to Probability Theory and Its Applications
- Erlangian Approximations for Finite-Horizon Ruin Probabilities (ASTIN Bulletin: The Journal of the International Actuarial Association)
- ASSET PRICES ARE BROWNIAN MOTION: ONLY IN BUSINESS TIME
- The estimation of phase-type related functionals using Markov chain Monte Carlo methods
Their papers
- A multi-dimensional martingale for Markov additive processes and its applications (2000) — 130 citations
- Useful martingales for stochastic storage processes with L\'evy-type input and decomposition results (2011) — 108 citations
- First Passage of a Markov Additive Process and Generalized Jordan Chains (2010) — 53 citations
- ON/OFF STORAGE SYSTEMS WITH STATE-DEPENDENT INPUT, OUTPUT, AND SWITCHING RATES (2005) — 73 citations