Author/Creator: Gapeev, Pavel V. - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Gapeev, Pavel V.

1. Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs. (March 2021)

Authors:: Gapeev, Pavel V.; Kort, Peter M.; Lavrutich, Maria N.
Journal:: Advances in applied probability
Issue:: Volume 53:Number 1(2021)
Page Start:: 189
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

2. Discounted optimal stopping problems in continuous hidden Markov models. Issue 3 (3rd April 2022)

Authors:: Gapeev, Pavel V.
Journal:: Stochastics
Issue:: Volume 94:Issue 3(2022)
Page Start:: 335
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

3. Discounted optimal stopping problems in first-passage time models with random thresholds. (27th September 2022)

Authors:: Gapeev, Pavel V.; Al Motairi, Hessah
Journal:: Journal of applied probability
Issue:: Volume 59:Number 3(2022)
Page Start:: 714
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

4. On some functionals of the first passage times in jump models of stochastic volatility. Issue 1 (2nd January 2020)

Authors:: Gapeev, Pavel V.; Stoev, Yavor I.
Journal:: Stochastic analysis and applications
Issue:: Volume 38:Issue 1(2020)
Page Start:: 149
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

5. On the construction of non-affine jump-diffusion models. Issue 5 (3rd September 2017)

Authors:: Gapeev, Pavel V.; Stoev, Yavor I.
Journal:: Stochastic analysis and applications
Issue:: Volume 35:Issue 5(2017)
Page Start:: 900
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

6. On the sequential testing and quickest change-point detection problems for Gaussian processes. Issue 8 (17th November 2017)

Authors:: Gapeev, Pavel V.; Stoev, Yavor I.
Journal:: Stochastics
Issue:: Volume 89:Issue 8(2017)
Page Start:: 1143
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

7. Optimal stopping games in models with various information flows. Issue 6 (2nd November 2021)

Authors:: Gapeev, Pavel V.; Rodosthenous, Neofytos
Journal:: Stochastic analysis and applications
Issue:: Volume 39:Issue 6(2021)
Page Start:: 1050
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

8. Optimal stopping problems for maxima and minima in models with asymmetric information. Issue 4 (19th May 2022)

Authors:: Gapeev, Pavel V.; Li, Libo
Journal:: Stochastics
Issue:: Volume 94:Issue 4(2022)
Page Start:: 602
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

9. Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns. (30th January 2018)

Authors:: Gapeev, Pavel V.; Rodosthenous, Neofytos
Journal:: Journal of applied probability
Issue:: Volume 51:Number 3(2014)
Page Start:: 799
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

10. Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns. (September 2014)

Authors:: Gapeev, Pavel V.; Rodosthenous, Neofytos
Journal:: Journal of applied probability
Issue:: Volume 51:Number 3(2014)
Page Start:: 799
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗