Pavel V. Gapeev

Identifiers

• name variant Pavel V. Gapeev 0.60 · backfill

Papers (5)

1. Perpetual American options in diffusion-type models with running maxima and drawdowns math.PR · 2016 · author #1
2. Optimal stopping problems in diffusion-type models with running maxima and drawdowns math.PR · 2014 · author #1
3. Two switching multiple disorder problems for Brownian motions stat.AP · 2010 · author #1
4. Bayesian quickest detection problems for some diffusion processes math.ST · 2010 · author #1
5. The disorder problem for compound Poisson processes with exponential jumps math.PR · 2005 · author #1

Mentions

• 1405.4438 #1 · backfill · confidence 0.70 Pavel V. Gapeev
• 1011.0174 #1 · backfill · confidence 0.70 Pavel V. Gapeev
• 1010.3430 #1 · backfill · confidence 0.70 Pavel V. Gapeev

Frequent Coauthors

• Neofytos Rodosthenous 2 shared papers
• Albert N. Shiryaev 1 shared papers