19 citations to https://www.mathnet.ru/eng/aap1
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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
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Liang Cai, “Quickest detection of an accumulated state-dependent change point”, Sequential Analysis, 39:2 (2020), 230
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Thomas Kruse, Philipp Strack, “An Inverse Optimal Stopping Problem for Diffusion Processes”, Mathematics of OR, 44:2 (2019), 423
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Pavel V. Gapeev, Hessah Al Motairi, “Perpetual American Defaultable Options in Models with Random Dividends and Partial Information”, Risks, 6:4 (2018), 127
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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
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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
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Thomas Kruse, Philipp Strack, “An Inverse Optimal Stopping Problem for Diffusion Processes”, SSRN Journal, 2017
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Pavel V. Gapeev, “Bayesian Switching Multiple Disorder Problems”, Mathematics of OR, 41:3 (2016), 1108
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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