Pavel V. Gapeev

According to our database, Pavel V. Gapeev authored at least 5 papers between 2014 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information.

Pavel V. Gapeev, Libo Li

SIAM J. Financial Math., September, 2022

Discounted optimal stopping problems in first-passage time models with random thresholds.

Pavel V. Gapeev, Hessah Al Motairi

J. Appl. Probab., 2022

2021

Perpetual American Cancellable Standard Options in Models with Last Passage Times.

Pavel V. Gapeev, Libo Li, Zhuoshu Wu

Algorithms, 2021

2016

Bayesian Switching Multiple Disorder Problems.

Pavel V. Gapeev

Math. Oper. Res., 2016

2014

Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns.

Pavel V. Gapeev, Neofytos Rodosthenous

J. Appl. Probab., 2014