Pavel V. Gapeev

Publication Activity (10 Years)

Years Active: 2014-2022
Publications (10 Years): 4

Top Topics

Optimal Stopping

Problems Involving

Probabilistic Model

Top Venues

J. Appl. Probab.

Math. Oper. Res.

SIAM J. Financial Math.

Publications

Pavel V. Gapeev, Hessah Al Motairi
Discounted optimal stopping problems in first-passage time models with random thresholds. J. Appl. Probab. 59 (3) (2022)
Pavel V. Gapeev, Libo Li
Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information. SIAM J. Financial Math. 13 (3) (2022)
Pavel V. Gapeev, Libo Li, Zhuoshu Wu
Perpetual American Cancellable Standard Options in Models with Last Passage Times. Algorithms 14 (1) (2021)
Pavel V. Gapeev
Bayesian Switching Multiple Disorder Problems. Math. Oper. Res. 41 (3) (2016)
Pavel V. Gapeev, Neofytos Rodosthenous
Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns. J. Appl. Probab. 51 (3) (2014)