Gapeev, Pavel V.; Al Motairi, Hessah Discounted optimal stopping problems in first-passage time models with random thresholds. (English) Zbl 1517.60046 J. Appl. Probab. 59, No. 3, 714-733 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60G44 60J65 60J60 35R35 91G20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Gapeev, Pavel V.; Li, Libo Perpetual American standard and lookback options with event risk and asymmetric information. (English) Zbl 1508.91559 SIAM J. Financ. Math. 13, No. 3, 773-801 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 91G20 60G40 35R35 60J60 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Fang; Guo, Xianping; Liao, Zhong-Wei Optimal stopping time on semi-Markov processes with finite horizon. (English) Zbl 1491.60055 J. Optim. Theory Appl. 194, No. 2, 408-439 (2022). MSC: 60G40 60K15 90C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gapeev, Pavel V. Discounted optimal stopping problems in continuous hidden Markov models. (English) Zbl 1503.60049 Stochastics 94, No. 3, 335-364 (2022). Reviewer: Yana Kinderknecht (Saarbrücken) MSC: 60G40 91G20 60J22 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Gapeev, Pavel V.; Kort, Peter M.; Lavrutich, Maria N.; Thijssen, Jacco J. J. Optimal double stopping problems for maxima and minima of geometric Brownian motions. (English) Zbl 1490.60097 Methodol. Comput. Appl. Probab. 24, No. 2, 789-813 (2022). MSC: 60G40 91G20 60J70 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Gapeev, Pavel V. Perpetual American double lookback options on drawdowns and drawups with floating strikes. (English) Zbl 1489.91259 Methodol. Comput. Appl. Probab. 24, No. 2, 749-788 (2022). MSC: 91G20 60J60 91B70 60G40 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Gapeev, Pavel V.; Li, Libo Optimal stopping problems for maxima and minima in models with asymmetric information. (English) Zbl 1497.60060 Stochastics 94, No. 4, 602-628 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 91G20 × Cite Format Result Cite Review PDF Full Text: DOI Link OA License