19 citations to https://www.mathnet.ru/eng/aap1
  1. Pavel V. Gapeev, Yavor I. Stoev, “On some functionals of the first passage times in jump models of stochastic volatility”, Stochastic Analysis and Applications, 38:1 (2020), 149  crossref
  2. Liang Cai, “Quickest detection of an accumulated state-dependent change point”, Sequential Analysis, 39:2 (2020), 230  crossref
  3. Thomas Kruse, Philipp Strack, “An Inverse Optimal Stopping Problem for Diffusion Processes”, Mathematics of OR, 44:2 (2019), 423  crossref
  4. Pavel V. Gapeev, Hessah Al Motairi, “Perpetual American Defaultable Options in Models with Random Dividends and Partial Information”, Risks, 6:4 (2018), 127  crossref
  5. PAVEL V. GAPEEV, OLIVER BROCKHAUS, MATHIEU DUBOIS, “ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY”, Int. J. Theor. Appl. Finan., 21:01 (2018), 1850001  crossref
  6. P. Johnson, J. Moriarty, G. Peskir, “Detecting changes in real-time data: a user's guide to optimal detection”, Phil. Trans. R. Soc. A., 375:2100 (2017), 20160298  crossref
  7. Thomas Kruse, Philipp Strack, “An Inverse Optimal Stopping Problem for Diffusion Processes”, SSRN Journal, 2017  crossref
  8. Pavel V. Gapeev, “Bayesian Switching Multiple Disorder Problems”, Mathematics of OR, 41:3 (2016), 1108  crossref
  9. B. Buonaguidi, P. Muliere, “On the martingale and free-boundary approaches in sequential detection problems with exponential penalty for delay”, Stochastics, 86:6 (2014), 865  crossref
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