Peškir Goran

Publications in Math-Net.Ru

1. Optimal Stopping Games and Nash Equilibrium
   
   Teor. Veroyatnost. i Primenen., 53:3 (2008),  623–638
2. A Note on the Call–Put Parity and a Call–Put Duality
   
   Teor. Veroyatnost. i Primenen., 46:1 (2001),  181–183
3. Stopping Brownian motion without anticipation as close as possible to its ultimate maximum
   
   Teor. Veroyatnost. i Primenen., 45:1 (2000),  125–136
4. On the Brownian first-passage time over a one-sided stochastic boundary
   
   Teor. Veroyatnost. i Primenen., 42:3 (1997),  591–602
5. On the Russian option: The expected waiting time
   
   Teor. Veroyatnost. i Primenen., 42:3 (1997),  564–575
6. The Khintchine inequalities and martingale expanding sphere of their action
   
   Uspekhi Mat. Nauk, 50:5(305) (1995),  3–62
7. Measure compact sets of functions and consistency of statistical models
   
   Teor. Veroyatnost. i Primenen., 38:2 (1993),  431–438