| The Wiener disorder problem with finite horizon PV Gapeev, G Peskir Stochastic processes and their applications 116 (12), 1770-1791, 2006 | 81 | 2006 |
| Bayesian quickest detection problems for some diffusion processes PV Gapeev, AN Shiryaev Advances in Applied Probability 45 (1), 164-185, 2013 | 66 | 2013 |
| The Wiener sequential testing problem with finite horizon PV Gapeev*, G Peskir Stochastics and stochastic reports 76 (1), 59-75, 2004 | 51 | 2004 |
| The disorder problem for compound Poisson processes with exponential jumps PV Gapeev The Annals of Applied Probability 15 (1A), 487-499, 2005 | 42 | 2005 |
| Perpetual convertible bonds in jump-diffusion models PV Gapeev, C Kühn Statistics & Risk Modeling 23 (1), 15-31, 2005 | 41 | 2005 |
| On the sequential testing problem for some diffusion processes PV Gapeev, AN Shiryaev Stochastics An International Journal of Probability and Stochastic Processes …, 2011 | 40 | 2011 |
| Constructing random times with given survival processes and applications to valuation of credit derivatives PV Gapeev, M Jeanblanc, L Li, M Rutkowski Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen, 255-280, 2010 | 38 | 2010 |
| Discounted optimal stopping for maxima of some jump-diffusion processes PV Gapeev Journal of Applied Probability 44 (3), 713-731, 2007 | 30 | 2007 |
| On the structure of discounted optimal stopping problems for one-dimensional diffusions PV Gapeev, HR Lerche Stochastics An International Journal of Probability and Stochastic Processes …, 2011 | 28 | 2011 |
| Optimal stopping problems in diffusion-type models with running maxima and drawdowns PV Gapeev, N Rodosthenous Journal of Applied Probability 51 (3), 799-817, 2014 | 21 | 2014 |
| Pricing of perpetual American options in a model with partial information PV Gapeev International Journal of Theoretical and Applied Finance 15 (01), 1250010, 2012 | 20 | 2012 |
| The spread option optimal stopping game PV Gapeev Exotic Option Pricing and Advanced Lévy Models, 293-305, 2005 | 20 | 2005 |
| Perpetual American options in diffusion-type models with running maxima and drawdowns PV Gapeev, N Rodosthenous Stochastic Processes and their Applications 126 (7), 2038-2061, 2016 | 19 | 2016 |
| On the drawdowns and drawups in diffusion-type models with running maxima and minima PV Gapeev, N Rodosthenous Journal of Mathematical Analysis and Applications 434 (1), 413-431, 2016 | 18 | 2016 |
| Discounted optimal stopping for maxima in diffusion models with finite horizon P Gapeev Electronic Journal of Probability 11, 1031-1048, 2006 | 17 | 2006 |
| Perpetual American cancellable standard options in models with last passage times PV Gapeev, L Li, Z Wu Algorithms 14 (1), 3, 2020 | 16 | 2020 |
| On large deviations in testing Ornstein–Uhlenbeck-type models PV Gapeev, U Küchler Statistical inference for stochastic processes 11 (2), 143-155, 2008 | 14 | 2008 |
| Optimal stopping problems for maxima and minima in models with asymmetric information PV Gapeev, L Li Stochastics: an International Journal of Probability and Stochastic Processes, 2021 | 13 | 2021 |
| An optimal stopping problem in a diffusion-type model with delay PV Gapeev, M Reiß Statistics & probability letters 76 (6), 601-608, 2006 | 13 | 2006 |
| Problems of the sequential discrimination of hypotheses for a compound Poisson process with exponential jumps PV Gapeev Uspekhi Mat. Nauk 57 (6), 348, 2002 | 13 | 2002 |
Monique JEANBLANCProfesseur émérite mathématiques, université d' EvryVerified email at univ-evry.fr
