The following pages link to Goran Peskir (Q221882):
Displaying 50 items.
- Principle of smooth fit and diffusions with angles (Q3429346) (← links)
- Predicting the last zero of Brownian motion with drift (Q3498585) (← links)
- Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift (Q3528728) (← links)
- Optimal Stopping Games and Nash Equilibrium (Q3556744) (← links)
- (Q3582787) (← links)
- Optimal Stopping Games for Markov Processes (Q3617229) (← links)
- On the Russian option: The expected waiting time (Q3842411) (← links)
- On the Brownian first-passage time over a one-sided stochastic boundary (Q3842413) (← links)
- (Q4039390) (← links)
- The the uniform mean-square ergodic theorem for wide sense stationary processes (Q4208313) (← links)
- Optimal stopping and maximal inequalities for geometric Brownian motion (Q4248122) (← links)
- (Q4249914) (← links)
- Optimal Stopping in the <i>L</i> log <i>L</i> -Inequality of Hardy and Littlewood (Q4265959) (← links)
- (Q4274912) (← links)
- Maximal inequalities of Kahane–Khintchine's type in Orlicz spaces (Q4299880) (← links)
- (Q4315049) (← links)
- (Q4315053) (← links)
- A Note on the Call-Put Parity and a Call-Put Duality (Q4328535) (← links)
- On wald-type optimal stopping for Brownian motion (Q4339248) (← links)
- Optimal Stopping in the <i>L</i> log <i>L</i> -Inequality of Hardy and Littlewood (Q4354262) (← links)
- Randomly Weighted Series of Contractions in Hilbert Spaces. (Q4357335) (← links)
- The integral analogue of the Hardy-Littlewood <i>L</i> log <i>L</i>-inequality for Brownian motion (Q4373986) (← links)
- Extremal problems in the maximal inequalities of Khintchine (Q4378215) (← links)
- (Q4387151) (← links)
- On the Diffusion Coefficient: The Einstein Relation and Beyond (Q4414371) (← links)
- (Q4427401) (← links)
- The Wiener Sequential Testing Problem with Finite Horizon (Q4470150) (← links)
- (Q4473010) (← links)
- Maximal inequalities for the Ornstein-Uhlenbeck process (Q4501095) (← links)
- Solving non–linear optimal stopping problems by the method of time–change (Q4518329) (← links)
- (Q4524744) (← links)
- (Q4550924) (← links)
- Optimal prediction of resistance and support levels (Q4585686) (← links)
- Constrained Dynamic Optimality and Binomial Terminal Wealth (Q4634645) (← links)
- The continuity principle in exponential type Orlicz spaces (Q4698984) (← links)
- MARKET FORCES AND DYNAMIC ASSET PRICING (Q4797323) (← links)
- (Q4839454) (← links)
- (Q4839455) (← links)
- Best Constants in Kahane-Khintchine Inequalities for Complex Steinhaus Functions (Q4874150) (← links)
- On the exponential Orlicz norms of stopped Brownian motion (Q4882846) (← links)
- The Existence of Measurable Approximating Maximums. (Q4882898) (← links)
- The Khintchine inequalities and martingale expanding sphere of their action (Q4891219) (← links)
- (Q4895987) (← links)
- (Q4896571) (← links)
- The British Asian Option (Q4931851) (← links)
- (Q4940317) (← links)
- A Change-of-Variable Formula with Local Time on Surfaces (Q5423745) (← links)
- ON THE AMERICAN OPTION PROBLEM (Q5464339) (← links)
- (Q5493563) (← links)
- The British call option (Q5746745) (← links)
