au.\*:("PESKIR, G")
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Optimal stopping of the maximum process : The maximality principlePESKIR, G.Annals of probability. 1998, Vol 26, Num 4, pp 1614-1640, issn 0091-1798Article
Maximal inequalities of Kahane-Khintchine's type in Orlicz spacesPESKIR, G.Mathematical proceedings of the Cambridge Philosophical Society. 1994, Vol 115, Num 1, pp 175-190, issn 0305-0041, PHOTOArticle
Designing options given the risk : the optimal Skorokhod-embedding problemPESKIR, G.Stochastic processes and their applications. 1999, Vol 81, Num 1, pp 25-38, issn 0304-4149Article
Best constants in Kahane-Khintchine inequalities in Orlicz spacePESKIR, G.Journal of multivariate analysis. 1993, Vol 45, Num 2, pp 183-216, issn 0047-259XArticle
Market forces and dynamic asset pricingPESKIR, G; SHORISH, J.Stochastic analysis and applications. 2002, Vol 20, Num 5, pp 1027-1082, issn 0736-2994, 56 p.Article
The trap of complacency in predicting the maximumDU TOIT, J; PESKIR, G.Annals of probability. 2007, Vol 35, Num 1, pp 340-365, issn 0091-1798, 26 p.Article
A note on the call-put parity and a call-put dualityPESKIR, G; SHIRYAEV, A. N.Theory of probability and its applications. 2002, Vol 46, Num 1, pp 167-170, issn 0040-585XArticle
The Azéma-Yor embedding in non-singular diffusionsPEDERSEN, J. L; PESKIR, G.Stochastic processes and their applications. 2001, Vol 96, Num 2, pp 305-312, issn 0304-4149Article
Optimal stopping and maximal inequalities for geometric Brownian motionGRAVERSEN, S. E; PESKIR, G.Journal of applied probability. 1998, Vol 35, Num 4, pp 856-872, issn 0021-9002Article
The Wiener disorder problem with finite horizonGAPEEV, P. V; PESKIR, G.Stochastic processes and their applications. 2006, Vol 116, Num 12, pp 1770-1791, issn 0304-4149, 22 p.Article
Solving non-linear optimal stopping problems by the method of time-changePEDERSEN, J. L; PESKIR, G.Stochastic analysis and applications. 2000, Vol 18, Num 5, pp 811-835, issn 0736-2994Article