80 citations to https://www.mathnet.ru/rus/tvp3941
  1. Peskir G., “Optimal stopping of the maximum process: The maximality principle”, Annals of Probability, 26:4 (1998), 1614–1640  crossref  mathscinet  zmath  isi
  2. Victor H. de la Peña, High Dimensional Probability, 1998, 277  crossref
  3. S. E. Graversen, G. Peskir, “Optimal stopping and maximal inequalities for geometric Brownian motion”, Journal of Applied Probability, 35:4 (1998), 856  crossref
  4. S. Graversen, G. Peskir, “On the Russian option: The expected waiting time”, Теория вероятн. и ее примен., 42:3 (1997), 564–575  mathnet  crossref  isi; S. Graversen, G. Peskir, “On the Russian option: The expected waiting time”, Theory Probab. Appl., 42:3 (1998), 416–425  mathnet  crossref
  5. L. I. Galtchouk, T. P. Mirochnitchenko, “Optimal stopping problem for continuous local martingales and some sharp inequalities”, Stochastics and Stochastic Reports, 61:1-2 (1997), 21  crossref
  6. S. E. Graversen, G. Peškir, “On wald-type optimal stopping for Brownian motion”, Journal of Applied Probability, 34:1 (1997), 66  crossref
  7. G. Peskir, A. N. Shiryaev, “On the Brownian first-passage time over a one-sided stochastic boundary”, Теория вероятн. и ее примен., 42:3 (1997), 591–602  mathnet  crossref  isi; G. Peskir, A. N. Shiryaev, “On the Brownian first-passage time over a one-sided stochastic boundary”, Theory Probab. Appl., 42:3 (1998), 444–453  mathnet  crossref
  8. Jérôme Barraquand, Thierry Pudet, “PRICING OF AMERICAN PATH‐DEPENDENT CONTINGENT CLAIMS”, Mathematical Finance, 6:1 (1996), 17  crossref
  9. М. Жанблан-Пике, А. Н. Ширяев, “Оптимизация потока дивидендов”, УМН, 50:2(302) (1995), 25–46  mathnet  mathscinet  zmath  adsnasa; M. Jeanblanc-Picqué, A. N. Shiryaev, “Optimization of the flow of dividends”, Russian Math. Surveys, 50:2 (1995), 257–277  crossref  isi
  10. Г. Пешкир, А. Н. Ширяев, “Неравенства Хинчина и мартингальное расширение сферы их действия”, УМН, 50:5(305) (1995), 3–62  mathnet  mathscinet  zmath  adsnasa; G. Peškir, A. N. Shiryaev, “The Khintchine inequalities and martingale expanding sphere of their action”, Russian Math. Surveys, 50:5 (1995), 849–904  crossref  isi
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