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Profile
| Academic position | Lecturer, Assistant Professor, Researcher |
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| Research fields | Stochastics, Probability Theory,Mathematical and Applied Statistics |
Current contact address
| Country | United Kingdom |
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| City | London |
| Institution | London School of Economics & Political Science |
| Institute | Department of Mathematics |
Host during sponsorship
| Prof. Dr. Hans Rudolf Lerche | Abteilung für Mathematische Stochastik, Albert-Ludwigs-Universität Freiburg, Freiburg |
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| Prof. Dr. Dirk Becherer | Institut für Mathematik, Humboldt-Universität zu Berlin, Berlin |
| Start of initial sponsorship | 01/10/2011 |
Programme(s)
| 2011 | Humboldt Research Fellowship Programme for Experienced Researchers |
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Publications (partial selection)
| 2012 | Pavel V. Gapeev: Pricing of perpetual American options in a model with partial information. In: International Journal of Theoretical and Applied Finance, 2012, 1250010-1-1250010-21 |
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| 2011 | Pavel V. Gapeev, Albert N. Shiryaev: On the sequential testing problem for some diffusion processes. In: Stochastics: An International Journal of Probability and Stochastic Processes, 2011, 519-535 |
| 2011 | Pavel V. Gapeev, Hans Rudolf Lerche: On the structure of discounted optimal stopping problems for one-dimensional diffusions. In: Stochastics: An International Journal of Probability and Stochastic Processes , 2011, 537-554 |