Брошюры |
| 1 | Belomestny D., Гапеев П.В. An Iteration Procedure for Solving Integral Equations Related to American Put Options. -: -, 2006. – 10 с. | 2006 |
| 2 | Гапеев П.В. Multiple Disorder Problems for Wiener and Compound Poisson Processes With Exponential Jumps. -: -, 2006. – 14 с. | 2006 |
| 3 | Гапеев П.В. Nonadditive Disorder Problems for Some Diffusion Processes. -: -, 2006. – 14 с. | 2006 |
| 4 | Гапеев П.В. On Maximal Inequalities for Some Jump Processes. -: -, 2006. – 12 с. | 2006 |
| 5 | Гапеев П.В. Sequential Testing Problems for Some Diffusion Processes. -: -, 2006. – 12 с. | 2006 |
Статьи в журналах/сборниках из перечня Web of Science/Scopus |
| 6 | Гапеев П.В. Discounted Optimal Stopping for Maxima in Diffusion Models With Finite Horizon // Electronic Journal of Probability. 2006. С. -. | 2006 |
| 7 | Гапеев П.В. The Disorder Problem for Compound Poisson Processes With Exponential Jumps // Annals of Applied Probability. 2005. С. -. | 2005 |
Статьи в журналах/сборниках |
| 8 | Гапеев П.В., Küchler U. On Markovian Short Rates in Term Structure Models Driven by Jump-Diffusion Processes // Statistics and Decisions. 2006. С. -. | 2006 |
| 9 | Гапеев П.В., Peskir G. The Wiener Disorder Problem With Finite Horizon // Stochastic Processes and Applications. 2006. С. -. | 2006 |
| 10 | Гапеев П.В., Reiß M. An Optimal Stopping Problem in a Diffusion-Type Model With Delay // Statistics and Probability Letters. 2006. С. -. | 2006 |
| 11 | Гапеев П.В., Kühn C. Perpetual Convertible Bonds in Jump-Diffusion Models // Statistics and Decisions. 2005. С. -. | 2005 |
Тезисы докладов |
| 12 | Гапеев П.В. Perpetual Options in Jump-Diffusion Models: Barrier, Credit, Lookback and Switching Options / . -: -, 2006. С. -. | 2006 |
| 13 | Гапеев П.В. Pricing and Hedging Perpetual American Options in Jump-Diffusion Models: Barrier, Credit, Lookback and Switching Options / . -: -, 2006. С. -. | 2006 |
| 14 | Гапеев П.В. Pricing and Hedging Perpetual American Options in Jump-Diffusion Models: Barrier, Credit, Lookback and Switching Options. Stochastik Tage / . -: -, 2006. С. -. | 2006 |
| 15 | Гапеев П.В. About the Multiple Disorder Problem / . -: -, 2005. С. -. | 2005 |
| 16 | Гапеев П.В. Optimal Stopping Problems in Jump-Diffusion Models / . -: -, 2005. С. -. | 2005 |
| 17 | Гапеев П.В. Perpetual Options and Convertible Bonds in Jump-Diffusion Models / . -: -, 2005. С. -. | 2005 |
| 18 | Гапеев П.В. Perpetual Options and Convertible Bonds in Jump-Diffusion Models / . -: -, 2005. С. -. | 2005 |
