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Publications in Math-Net.Ru |
Citations |
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2008 |
| 1. |
G. Peskir, “Optimal Stopping Games and Nash Equilibrium”, Teor. Veroyatnost. i Primenen., 53:3 (2008), 623–638    ; Theory Probab. Appl., 53:3 (2009), 558–571   |
37
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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 ; Theory Probab. Appl., 46:1 (2002), 167–170 |
10
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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 ; Theory Probab. Appl., 45:1 (2001), 41–50 |
60
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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 ; Theory Probab. Appl., 42:3 (1998), 444–453 |
10
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| 5. |
S. Graversen, G. Peskir, “On the Russian option: The expected waiting time”, Teor. Veroyatnost. i Primenen., 42:3 (1997), 564–575 ; Theory Probab. Appl., 42:3 (1998), 416–425 |
15
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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 ; Russian Math. Surveys, 50:5 (1995), 849–904 |
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1993 |
| 7. |
G. Peškir, “Measure compact sets of functions and consistency of statistical models”, Teor. Veroyatnost. i Primenen., 38:2 (1993), 431–438 ; Theory Probab. Appl., 38:2 (1993), 360–367 |
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