Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes. - Andreas E. Kyprianou; Ronnie Loeffen; José Luis Pérez (J. Appl. Probab., 2012)

Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations. - M. Chazal; Ronnie Loeffen; Pierre Patie (SIAM J. Financial Math., 2018)

Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration. - Ronnie Loeffen; Pierre Patie; Jian Wang (Math. Oper. Res., 2025)