This all happened before 1913, when he disappeared somewhere in Mexico.  
While in London he wrote for the magazines Fun and Figaro, using the pen name of Dod Grile.  These writings and others appeared in three books, including The Fiend's Delight and Black Beetles in Amber.  Upon his return to the U.S. he wrote tales like "Moxon's Master," which appears in Can Such Things Be?, and "A Horseman in the Sky," which appears in In the Midst of Life.  This all happened before 1913, when he disappeared somewhere in Mexico.  FTP, name this author best-known for the short-story "An Occurrence at Owl Creek Bridge" and his Devil's Dictionary.
While in London he wrote for the magazines Fun and Figaro, using the pen name of Dod Grile.  
Ambrose Gwinett Bierce