Department of Mathematics

Dr Pavel V. Gapeev

Associate Professor in Financial Mathematics

Contact details:

London School of Economics
Department of Mathematics
Columbia House; Room COL410
Houghton Street
London WC2A 2AE
United Kingdom


Departmental office hours page:

Curriculum Vitae:

Research interests:

stochastic calculus,
optimal stopping and free-boundary problems,
pricing of American options,
sequential testing and disorder detection problems,
interest rate and credit risk models,
illiquidity markets,
stochastic impulse control and optimization,
Gaussian processes

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Picture gallery: