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Showing results 1 to 12 of 12

Year of Publication	Title	Author(s)
2003	A Note on Optimal Stopping in Models with Delay	Gapeev, Pavel V.; Reiß, M.
2003	On Large Deviations in Testing Ornstein-Uhlenbeck Type Models with Delay	Küchler, Uwe; Gapeev, Pavel V.
2003	On Markovian Short Rates in Term Structure Models Driven by Jump-Diffusion Processes	Gapeev, Pavel V.; Küchler, Uwe
2005	An optimal stopping problem in a diffusion-type model with delay	Gapeev, Pavel V.; Reiß, Markus
2006	Perpetual barrier options in jump-diffusion models	Gapeev, Pavel V.
2006	Multiple disorder problems for Wiener and compound Poisson processes with exponential jumps	Gapeev, Pavel V.
2006	Integral options in models with jumps	Gapeev, Pavel V.
2006	An iteration procedure for solving integral equations related to optimal stopping problems	Belomestny, Denis; Gapeev, Pavel V.
2006	Discounted optimal stopping for maxima of some jump-diffusion processes	Gapeev, Pavel V.
2006	On maximal inequalities for some jump processes	Gapeev, Pavel V.
2006	Discounted optimal stopping for maxima in diffusion models with finite horizon	Gapeev, Pavel V.
2019	On the laplace transforms of the first hitting times for drawdowns and drawups of diffusion-type processes	Gapeev, Pavel V.; Rodosthenous, Neofytos; Chinthalapati, V. L. Raju

Showing results 1 to 12 of 12