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Mathematical control theory and finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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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
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2
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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3
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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4
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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