Doruk Cetemen, Can Urgun, Leeat Yariv, “Collective Progress: Dynamics of Exit Waves”, Journal of Political Economy, 131:9 (2023), 2402
Gapeev V P. Li L., “Optimal Stopping Problems For Maxima and Minima in Models With Asymmetric Information”, Stochastics, 94:4 (2022), 602–628
Pavel V. Gapeev, “Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes”, Methodol Comput Appl Probab, 24:2 (2022), 749
Pavel V. Gapeev, Libo Li, “Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information”, SIAM J. Finan. Math., 13:3 (2022), 773
Pavel V. Gapeev, Hessah Al Motairi, “Discounted optimal stopping problems in first-passage time models with random thresholds”, J. Appl. Probab., 59:3 (2022), 714
Pavel V. Gapeev, Peter M. Kort, Maria N. Lavrutich, Jacco J. J. Thijssen, “Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions”, Methodol Comput Appl Probab, 24:2 (2022), 789
Gapeev V P. Kort P.M. Lavrutich M.N., “Discounted Optimal Stopping Problems For Maxima of Geometric Brownian Motionswith Switching Payoffs”, Adv. Appl. Probab., 53:1 (2021), 189–219
Can Urgun, Leeat Yariv, “Retrospective Search: Exploration and Ambition on Uncharted Terrain”, SSRN Journal, 2021
Cláudia Nunes, Carlos Oliveira, Rita Pimentel, “Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations”, Journal of Economic Dynamics and Control, 130 (2021), 104154
Gapeev V P., “Optimal Stopping Problems For Running Minima With Positive Discounting Rates”, Stat. Probab. Lett., 167 (2020), 108899