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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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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
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Optimal mean-variance selling strategies
Pedersen, J. L.; Peskir, Goran - In: Mathematics and financial economics 10 (2016) 2, pp. 203-220
Persistent link: https://www.econbiz.de/10011485912
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Optimal prediction of resistance and support levels
De Angelis, Tiziano; Peskir, Goran - In: Applied mathematical finance 23 (2016) 5/6, pp. 465-483
Persistent link: https://www.econbiz.de/10011704271
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Quickest detection problems for Ornstein-Uhlenbeck processes
Glover, Kristoffer; Peskir, Goran - In: Mathematics of operations research 49 (2024) 2, pp. 1045-1064
Persistent link: https://www.econbiz.de/10014564929