Yavor I. Stoev

Available identifiers

zbMath Open stoev.yavor-iMaRDI QIDQ2520531

List of research outcomes

Publication	Date of Publication	Type
On some functionals of the first passage times in jump models of stochastic volatility	2019-12-18	Paper
On the sequential testing and quickest change-point detection problems for Gaussian processes	2018-09-04	Paper
Martingale optimal transport with stopping	2018-02-22	Paper
On the construction of non-affine jump-diffusion models	2017-11-02	Paper
On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models	2016-12-15	Paper

Research outcomes over time

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