Discounted optimal stopping for maxima in diffusion models with finite horizon

von Gapeev, Pavel V.
Veröffentlicht 2006

On maximal inequalities for some jump processes

von Gapeev, Pavel V.
Veröffentlicht 2006

Bayesian switching multiple disorder problems

von Gapeev, Pavel V.
Veröffentlicht in Mathematics of operations research (2016)

Multiple disorder problems for Wiener and compound poisson processes with exponential jumps

von Gapeev, Pavel V.
Veröffentlicht 2006

Perpetual barrier options in jump-diffusion models

von Gapeev, Pavel V.
Veröffentlicht 2006

Discounted optimal stopping for maxima of some jump-diffusion processes

von Gapeev, Pavel V.
Veröffentlicht 2006

Pricing of perpetual American options in a model with partial information

von Gapeev, Pavel V.
Veröffentlicht in International journal of theoretical and applied finance (2012)

Integral options in models with jumps

von Gapeev, Pavel V.
Veröffentlicht 2006

First-to-default and second-to-default options in models with various information flows

von Gapeev, Pavel V.
Veröffentlicht in International journal of theoretical and applied finance (2021)

<<An>> iteration procedure for solving integral equations related to optimal stopping problems

von Belomestny, Denis
Veröffentlicht 2006

Credit default swaps in two-dimensional models with various informations flows

von Gapeev, Pavel V.
Veröffentlicht in International journal of theoretical and applied finance (2020)

Pricing of contingent claims in a two-dimensional model with random dividends

von Gapeev, Pavel V.
Veröffentlicht in International journal of theoretical and applied finance (2009)

Pricing and filtering in a two-dimensional dividend switching model

von Gapeev, Pavel V.
Veröffentlicht in International journal of theoretical and applied finance (2010)

Defaultable claims in switching models with partial information

von Gapeev, Pavel V.
Veröffentlicht in International journal of theoretical and applied finance (2019)

On some functionals of the first passage times in models with switching stochastic volatility

von Gapeev, Pavel V.
Veröffentlicht in International journal of theoretical and applied finance (2018)

Constructing random times with given survival processes and applications to valuation of credit derivatives

Veröffentlicht in Contemporary quantitative finance (2010)