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Yavor Stoev
Yavor Stoev
Unknown affiliation
Verified email at alumni.lse.ac.uk
Title
Cited by
Cited by
Year
Martingale optimal transport with stopping
E Bayraktar, AMG Cox, Y Stoev
SIAM Journal on Control and Optimization 56 (1), 417-433, 2018
122018
On the Laplace transforms of the first exit times in one-dimensional non-affine jump–diffusion models
PV Gapeev, YI Stoev
Statistics & Probability Letters 121, 152-162, 2017
52017
On the sequential testing and quickest change-point detection problems for Gaussian processes
PV Gapeev, YI Stoev
Stochastics 89 (8), 1143-1165, 2017
42017
On the construction of non-affine jump-diffusion models
PV Gapeev, YI Stoev
Stochastic Analysis and Applications 35 (5), 900-918, 2017
32017
On some functionals of the first passage times in jump models of stochastic volatility
PV Gapeev, YI Stoev
Stochastic Analysis and Applications 38 (1), 149-170, 2020
12020
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Articles 1–5