Pavel V. Gapeev

Finance · 2006–2010

A researcher in the Science corpus: 3 papers; trusts 16 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 18 citations into it; #9,413 of 10,518 by trust here, #9,725 by citations
• Economics and Econometrics — 6 citations into it
• Mathematical Physics — 5 citations into it

Whom Pavel V. Gapeev trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Goran Peskir
2. Albert N. Shiryaev
3. Steven Kou
4. Florin Avram
5. Søren Asmussen
6. Andreas E. Kyprianou
7. Martijn Pistorius
8. Hui Wang
9. Erhan Bayraktar
10. Ernesto Mordecki

Who trusts Pavel V. Gapeev overall

1. Albert N. Shiryaev

Papers from Pavel V. Gapeev's perspective

Ordered by how strongly the researchers Pavel V. Gapeev trusts endorse each paper. Same corpus, a different order for every researcher.

1. Sequential testing problems for Poisson processes
2. Russian and American put options under exponential phase-type Lévy models
3. A Jump-Diffusion Model for Option Pricing (Management Sciences)
4. A Change-of-Variable Formula with Local Time on Curves
5. Optimal stopping and perpetual options for Lévy processes
6. Option Pricing Under a Double Exponential Jump Diffusion Model (Management Sciences)
7. On the integral of geometric Brownian motion
8. ON THE AMERICAN OPTION PROBLEM
9. CONTINUOUS INSPECTION SCHEMES
10. On optimal stopping and free boundary problems

Their papers

• Bayesian Quickest Detection Problems for Some Diffusion Processes (2010) — 63 citations
• Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (2007) — 49 citations
• The Wiener disorder problem with finite horizon (2006) — 66 citations