Pavel V. Gapeev

发表

On the problems of sequential statistical inference for Wiener processes with delayed observations

Pavel V. Gapeev, 2020 .

COMMUNICATIONS OF THE MOSCOW MATHEMATICAL SOCIETY: The Bayes problem of detecting a disorder with information criterion of delay

Pavel V. Gapeev, 2001 .

Bayesian Switching Multiple Disorder Problems

Pavel V. Gapeev, 2016, Math. Oper. Res..

Optimal stopping games in models with various information flows

Pavel V. Gapeev, Neofytos Rodosthenous, P. Gapeev, 2021, Stochastic Analysis and Applications.

Optimal stopping problems for maxima and minima in models with asymmetric information

Pavel V. Gapeev, Libo Li, P. Gapeev, 2021, Stochastics.

Perpetual American Cancellable Standard Options in Models with Last Passage Times

Pavel V. Gapeev, Libo Li, Zhuoshu Wu, 2020, Algorithms.

Integral Options in Models with Jumps

Pavel V. Gapeev, P. Gapeev, 2006 .

An optimal stopping problem in a diffusion-type model with delay

Markus Reiß, Pavel V. Gapeev, M. Reiß, 2006 .

An iterative procedure for solving integral equations related to optimal stopping problems

Denis Belomestny, Pavel V. Gapeev, D. Belomestny, 2010 .

On Maximal Inequalities for some Jump Processes

Pavel V. Gapeev, P. Gapeev, 2006 .

Discounted Optimal Stopping for Maxima in Diffusion Models with Finite Horizon

Pavel V. Gapeev, P. Gapeev, 2006 .

Perpetual convertible bonds in jump-diffusion models

Pavel V. Gapeev, Christoph Kühn, P. Gapeev, 2005 .

The disorder problem for compound Poisson processes with exponential jumps

Pavel V. Gapeev, 2005 .

On some functionals of the first passage times in jump models of stochastic volatility

Pavel V. Gapeev, P. Gapeev, Yavor Stoev, 2020, Stochastic Analysis and Applications.

Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes

Pavel V. Gapeev, P. Gapeev, 2007, Journal of Applied Probability.