Items where Author is "Stoev, Yavor I."
Number of items: 5.
Article
On some functionals of the first passage times in jump models of stochastic volatility.
Gapeev, Pavel V. and Stoev, Yavor I.
picture_as_pdf
On the Laplace transforms of the first exit times in one-dimensional non-affine jump–diffusion models.
Gapeev, Pavel V. and Stoev, Yavor I.
On the construction of non-affine jump-diffusion models.
Gapeev, Pavel V. and Stoev, Yavor I.
On the sequential testing and quickest change-pointdetection problems for Gaussian processes.
Gapeev, Pavel V. and Stoev, Yavor I.
Quickest change-point detection problems for multidimensional Wiener processes.
Gapeev, Pavel V. and Stoev, Yavor I.
picture_as_pdf