The Minimal Entropy Martingale Measure for Exponential Markov Chains. - Young Lee 003; Thorsten Rheinländer (J. Appl. Probab., 2013)

Exact simulation of extrinsic stress-release processes. - Young Lee 003; Patrick J. Laub; Thomas Taimre; Hongbiao Zhao; Jiancang Zhuang (J. Appl. Probab., 2022)

On the cumulant transforms for Hawkes processes. - Young Lee 003; Thorsten Rheinländer (J. Appl. Probab., 2023)