Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns. - Pavel V. Gapeev; Neofytos Rodosthenous (J. Appl. Probab., 2014)

Bayesian Switching Multiple Disorder Problems. - Pavel V. Gapeev (Math. Oper. Res., 2016)

Perpetual American Cancellable Standard Options in Models with Last Passage Times. - Pavel V. Gapeev; Libo Li; Zhuoshu Wu (Algorithms, 2021)

Discounted optimal stopping problems in first-passage time models with random thresholds. - Pavel V. Gapeev; Hessah Al Motairi (J. Appl. Probab., 2022)

Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information. - Pavel V. Gapeev; Libo Li (SIAM J. Financial Math., 2022)