Ronnie Loeffen

According to our database¹, Ronnie Loeffen authored at least 3 papers between 2012 and 2025.

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2025

Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration.

[BibT_eX]

[DOI]

Math. Oper. Res., 2025

2018

Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2018

2012

Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes.

[BibT_eX]

[DOI]

J. Appl. Probab., 2012