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Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Stoev, Yavor I. (2020) On some functionals of the first passage times in jump models of stochastic volatility. Stochastic Analysis and Applications, 38 (1). pp. 149-170. ISSN 0736-2994
Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Stoev, Yavor I. (2017) On the construction of non-affine jump-diffusion models. Stochastic Analysis and Applications, 35 (5). pp. 900-918. ISSN 0736-2994
Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Stoev, Yavor I. (2017) On the Laplace transforms of the first exit times in one-dimensional non-affine jump–diffusion models. Statistics and Probability Letters, 121. pp. 152-162. ISSN 0167-7152
Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Stoev, Yavor I. (2017) On the sequential testing and quickest change-pointdetection problems for Gaussian processes. Stochastics: an International Journal of Probability and Stochastic Processes. ISSN 1744-2508