1. Russian and American put options under exponential phase-type Lévy models;Asmussen;Stochastic Processes and their Applications,2003
2. Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options;Avram;The Annals of Applied Probability,2003
3. Natural exponential families and self-decomposability;Bar-Lev;Statistics and Probability Letters,1992
4. Lévy Processes