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The concept of risk in the theory of option pricing
Peskir, Goran - 1997
Persistent link: https://www.econbiz.de/10000979856
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The Russian option : finite horizon
Peskir, Goran - In: Finance and stochastics 9 (2005) 2, pp. 251-267
Persistent link: https://www.econbiz.de/10002747193
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On the American option problem
Peskir, Goran - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 169-181
Persistent link: https://www.econbiz.de/10002583064
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Market forces and dynamic asset pricing
Peskir, Goran; Shorish, Jamsheed - 1999
Persistent link: https://www.econbiz.de/10001404816
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A note on the call-put parity and a call-put duality
Peskir, Goran (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
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On Asian options of American type
Peskir, Goran (contributor); Uys, N. (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
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The British Russian option
Glover, Kristoffer; Peskir, Goran; Samee, Farman - 2010
Persistent link: https://www.econbiz.de/10008662195
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Three-dimensional Brownian motion and the golden ratio rule
Glover, Kris; Hulley, Hardy; Peskir, Goran - 2011
Persistent link: https://www.econbiz.de/10009564616
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The British put option
Peskir, Goran; Samee, Farman - In: Applied mathematical finance 18 (2011) 5/6, pp. 537-563
Persistent link: https://www.econbiz.de/10009422534
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Predicting the time of the ultimate maximum for Brownian motion with drift
Du Toit, Jacques; Peskir, Goran - In: Mathematical control theory and finance, (pp. 95-112). 2008
Persistent link: https://www.econbiz.de/10003755583