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Peskir, Goran

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A change-of-variable formula with local time on surfaces
2004
Peskir Goran
1870
0
The Russian option: finite horizon = Опционы в России
2003
Peskir Goran
1753
0
Local time-space calculus and extensions of Itô's formula
2002
Ghomrasni Raouf, Peskir Goran
1926
0
Maximum process problems in optimal control theory
2001
Peskir Goran
2238
0
On nonlinear integral equations arising in problems of optimal stopping
2002
Pedersen Jesper Lund, Peskir Goran
2460
0
Principles of optimal stopping and free-boundary problems : Diss.
2001
Peskir Goran, Peskir Goran
812
0