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Peškir, Goran

Statistics Math-Net.Ru
Total publications: 7
Scientific articles: 7
Presentations: 2

Number of views:
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Abstract pages:2434
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References:85
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http://www.mathnet.ru/eng/person20399
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List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/337521

Publications in Math-Net.Ru
2008
1. G. Peskir, “Optimal Stopping Games and Nash Equilibrium”, Teor. Veroyatnost. i Primenen., 53:3 (2008),  623–638  mathnet  mathscinet  zmath; Theory Probab. Appl., 53:3 (2009), 558–571  isi  scopus
2001
2. G. Peskir, A. N. Shiryaev, “A Note on the Call–Put Parity and a Call–Put Duality”, Teor. Veroyatnost. i Primenen., 46:1 (2001),  181–183  mathnet  mathscinet  zmath; Theory Probab. Appl., 46:1 (2002), 167–170  isi
2000
3. S. E. Graversen, G. Peskir, A. N. Shiryaev, “Stopping Brownian motion without anticipation as close as possible to its ultimate maximum”, Teor. Veroyatnost. i Primenen., 45:1 (2000),  125–136  mathnet  mathscinet  zmath; Theory Probab. Appl., 45:1 (2001), 41–50  isi
1997
4. G. Peskir, A. N. Shiryaev, “On the Brownian first-passage time over a one-sided stochastic boundary”, Teor. Veroyatnost. i Primenen., 42:3 (1997),  591–602  mathnet  mathscinet  zmath; Theory Probab. Appl., 42:3 (1998), 444–453  isi
5. S. Graversen, G. Peskir, “On the Russian option: The expected waiting time”, Teor. Veroyatnost. i Primenen., 42:3 (1997),  564–575  mathnet  mathscinet  zmath; Theory Probab. Appl., 42:3 (1998), 416–425  isi
1995
6. G. Peškir, A. N. Shiryaev, “The Khintchine inequalities and martingale expanding sphere of their action”, Uspekhi Mat. Nauk, 50:5(305) (1995),  3–62  mathnet  mathscinet  zmath; Russian Math. Surveys, 50:5 (1995), 849–904  isi
1993
7. G. Peškir, “Measure compact sets of functions and consistency of statistical models”, Teor. Veroyatnost. i Primenen., 38:2 (1993),  431–438  mathnet  mathscinet  zmath; Theory Probab. Appl., 38:2 (1993), 360–367  isi

Presentations in Math-Net.Ru
1. Optimal mean-variance portfolio selection
G. Peskir
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary
October 14, 2014 12:30
2. A duality principle for the Legendre transform and Nash equilibrium
G. Peskir
International Symposium "Visions in Stochastics (Leaders and their Pupils)"
November 2, 2010 12:10

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