Yavor I. Stoev
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Person:2520531
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| On some functionals of the first passage times in jump models of stochastic volatility Stochastic Analysis and Applications | 2019-12-18 | Paper |
| On the sequential testing and quickest change-point detection problems for Gaussian processes Stochastics | 2018-09-04 | Paper |
| Martingale optimal transport with stopping SIAM Journal on Control and Optimization | 2018-02-22 | Paper |
| On the construction of non-affine jump-diffusion models Stochastic Analysis and Applications | 2017-11-02 | Paper |
| On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models Statistics & Probability Letters | 2016-12-15 | Paper |
Research outcomes over time
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