The following pages link to Goran Peskir (Q221882):
Displaying 50 items.
- Optimal mean-variance selling strategies (Q253104) (← links)
- Optimal detection of a hidden target: the median rule (Q424533) (← links)
- A probabilistic solution to the Stroock-Williams equation (Q465473) (← links)
- Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
- Optimal mean-variance portfolio selection (Q513742) (← links)
- (Q589903) (redirect page) (← links)
- Predicting the ultimate supremum of a stable Lévy process with no negative jumps (Q653307) (← links)
- Continuity of the optimal stopping boundary for two-dimensional diffusions (Q670748) (← links)
- The Wiener disorder problem with finite horizon (Q860699) (← links)
- The trap of complacency in predicting the maximum (Q879259) (← links)
- Embedding laws in diffusions by functions of time (Q888534) (← links)
- The law of the supremum of a stable Lévy process with no negative jumps (Q948745) (← links)
- The law of the hitting times to points by a stable Lévy process with no negative jumps (Q1038929) (← links)
- (Q1269068) (redirect page) (← links)
- Optimal stopping inequalities for the integral of Brownian paths (Q1269069) (← links)
- On Doob's maximal inequality for Brownian motion (Q1275937) (← links)
- Optimal stopping of the maximum process: The maximality principle (Q1307457) (← links)
- (Q1383184) (redirect page) (← links)
- Optimal stopping and maximal inequalities for linear diffusions (Q1383185) (← links)
- Maximal inequalities for Bessel processes (Q1386693) (← links)
- Computing the expectation of the Azéma-Yor stopping times (Q1386731) (← links)
- On integral equations arising in the first-passage problem for Brownian motion (Q1425633) (← links)
- Designing options given the risk: The optimal Skorokhod-embedding problem (Q1593624) (← links)
- The Azéma-Yor embedding in non-singular diffusions. (Q1766021) (← links)
- Sequential testing problems for Poisson processes. (Q1848801) (← links)
- Limit at zero of the Brownian first-passage density (Q1849740) (← links)
- Uniform convergence of reversed martingales (Q1890743) (← links)
- Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
- Quickest real-time detection of a Brownian coordinate drift (Q2083260) (← links)
- Sticky Bessel diffusions (Q2145813) (← links)
- Obituary: Jørgen Hoffmann-Jørgensen (1942--2017) (Q2190630) (← links)
- Best constants in Kahane-Khintchine inequalities in Orlicz spaces (Q2366544) (← links)
- Maximum process problems in optimal control theory (Q2387499) (← links)
- Selling a stock at the ultimate maximum (Q2389600) (← links)
- The Russian option: finite horizon (Q2488479) (← links)
- A change-of-variable formula with local time on curves (Q2576790) (← links)
- Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902) (← links)
- Optimal real-time detection of a drifting Brownian coordinate (Q2657903) (← links)
- Controlling the velocity of Brownian motion by its terminal value (Q2708943) (← links)
- From uniform laws of large numbers to uniform ergodic theorems (Q2718881) (← links)
- Levý-Khintchine inequalities, multiple reflection, and Brownian motion (Q2752135) (← links)
- Stopping Brownian motion without anticipation as close as possible to its ultimate maximum (Q2752966) (← links)
- Consistency of statistical models described by families of reversed submartingales (Q2771994) (← links)
- Principles of optimal stopping and free-boundary problems (Q2784224) (← links)
- Stochastic differential equations for sticky Brownian motion (Q2811120) (← links)
- The British Put Option (Q2889604) (← links)
- The British Russian Option (Q3108365) (← links)
- (Q3165390) (← links)
- (Q3378055) (← links)
- Optimal stopping with applications: an editorial prelude (Q3429330) (← links)
