Gapeev Pavel Victorovich

Publications in Math-Net.Ru

1. Bayesian quickest detection problems for some diffusion processes
   
   Adv. in Appl. Probab., 45:1 (2013),  164–185
2. Problems in sequential decision between hypotheses for a combined Poisson process with exponential jumps
   
   Uspekhi Mat. Nauk, 57:6(348) (2002),  171–172
3. The Bayes problem of detecting a disorder with information criterion of delay
   
   Uspekhi Mat. Nauk, 56:4(340) (2001),  139–140
4. Bayesian problems of sequential discrimination between hypotheses for continuous random processes
   
   Uspekhi Mat. Nauk, 55:1(331) (2000),  177–178
5. Towards a proof of the first fundamental theorem of financial mathematics
   
   Uspekhi Mat. Nauk, 53:6(324) (1998),  245–246
6. Calculation of the high and low prices of European-type options
   
   Uspekhi Mat. Nauk, 52:4(316) (1997),  199–200