Optimal stopping and free-boundary problems G Peskir, A Shiryaev
Optimal Stopping and Free-Boundary Problems, 123-142, 2006
1700 2006 A change-of-variable formula with local time on curves G Peskir
Journal of Theoretical Probability 18 (3), 499-535, 2005
252 2005 On the American option problem G Peskir
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005
204 2005 A change-of-variable formula with local time on surfaces G Peskir
Séminaire de probabilités XL, 70-96, 2007
138 2007 Solving the Poisson disorder problem G Peskir, AN Shiryaev
Advances in finance and stochastics: essays in honour of Dieter Sondermann …, 2002
123 2002 Optimal stopping of the maximum process: The maximality principle G Peskir
The Annals of Probability 26 (4), 1614-1640, 1998
119 1998 Stopping Brownian motion without anticipation as close as possible to its ultimate maximum SE Graversen, G Peskir, AN Shiryaev
Theory of Probability & Its Applications 45 (1), 41-50, 2001
115 2001 Optimal mean-variance portfolio selection JL Pedersen, G Peskir
Mathematics and Financial Economics 11, 137-160, 2017
113 * 2017 Sequential testing problems for Poisson processes G Peskir, AN Shiryaev
Annals of Statistics, 837-859, 2000
112 2000 Selling a stock at the ultimate maximum J Du Toit, G Peskir
107 2009 Stochastic differential equations for sticky Brownian motion HJ Engelbert, G Peskir
Stochastics An International Journal of Probability and Stochastic Processes …, 2014
106 2014 On integral equations arising in the first-passage problem for Brownian motion G Peskir
Journal of Integral Equations and Applications 14 (4), 397-423, 2002
101 2002 Optimal stopping games for Markov processes E Ekström, G Peskir
SIAM Journal on Control and Optimization 47 (2), 684-702, 2008
94 2008 The law of the supremum of a stable Lévy process with no negative jumps V Bernyk, RC Dalang, G Peskir
82 2008 The Russian option: finite horizon G Peskir
Finance and Stochastics 9, 251-267, 2005
79 2005 The trap of complacency in predicting the maximum J du Toit, G Peskir
76 2007 The Wiener disorder problem with finite horizon PV Gapeev, G Peskir
Stochastic processes and their applications 116 (12), 1770-1791, 2006
73 2006 The Khintchine inequalities and martingale expanding sphere of their action G Peshkir, AN Shiryaev
Russian Mathematical Surveys 50 (5), 849, 1995
71 1995 Maximal inequalities for the Ornstein-Uhlenbeck process S Graversen, G Peskir
Proceedings of the American Mathematical Society 128 (10), 3035-3041, 2000
70 2000 Global regularity of the value function in optimal stopping problems T De Angelis, G Peskir
63 2020