Dr Pavel Gapeev

Dr Pavel Gapeev

Associate Professor

Department of Mathematics

Telephone
020 7955 6120
Room No
COL.4.10
Office Hours
See office hours page on this site

About me

I received my Diploma in Mathematics in 1998 and PhD (CSc) in Mathematics (Probability Theory and Mathematical Statistics) in 2001 from Moscow State University. My doctoral advisor was Albert N. Shiryaev. I joined LSE in 2007. My main research interests are optimal stopping and stochastic control problems and their applications in finance and statistics. I am also interested in stochastic analysis, stochastic games, and credit risk theory. 

Expertise Details

optimal stopping problems; stochastic control problems; stochastic analysis; stochastic games; credit risk theory

My research