Stoev, Yavor I.
Number of items: 6.
Mathematics
Gapeev, Pavel V., Stoev, Yavor I.
(2025).
Quickest change-point detection problems for multidimensional Wiener processes.
Methodology and Computing in Applied Probability,
27(1).
https://doi.org/10.1007/s11009-024-10124-8
picture_as_pdf
Gapeev, Pavel V., Stoev, Yavor I.
(2020).
On some functionals of the first passage times in jump models of stochastic volatility.
Stochastic Analysis and Applications,
38(1), 149-170.
https://doi.org/10.1080/07362994.2019.1657023
picture_as_pdf
Gapeev, Pavel V., Stoev, Yavor I.
(2017).
On the construction of non-affine jump-diffusion models.
Stochastic Analysis and Applications,
35(5), 900-918.
https://doi.org/10.1080/07362994.2017.1333008
Gapeev, Pavel V., 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, 152-162.
https://doi.org/10.1016/j.spl.2016.10.011
Gapeev, Pavel V., 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,
https://doi.org/10.1080/17442508.2017.1284222
Stoev, Yavor
(2015).
Stochastic modelling and equilibrium in mathematical finance and statistical sequential analysis
[Doctoral thesis]. London School of Economics and Political Science.