# Items where Author is "Peskir, Goran"

**7**.

## Article

du Toit, Jacques and Peskir, Goran
(2007)
*The Trap of Complacency in Predicting the Maximum.*
Ann. Probability, 35.
pp. 340-365.

Peskir, Goran
(2005)
*On the American option problem.*
Mathematical Finance, 15 (1).
pp. 169-181.
ISSN 0960-1627

Peskir, Goran
(2005)
*The Russian option: Finite horizon.*
Finance and Stochastics, 9 (2).
pp. 251-267.
ISSN 1432-1122

Peskir, Goran
(2005)
*A change-of-variable formula with local time on curves.*
Journal of Theoretical Probability, 18 (3).
pp. 499-535.
ISSN 1572-9230

Peskir, Goran
(2003)
*On the diffusion coefficient: The Einstein relation and beyond.*
Stochastic Models, 19 (3).
pp. 383-405.
ISSN 1532-4214

Peskir, Goran
(2002)
*Limit at zero of the brownian first-passage density.*
Probability Theory and Related Fields, 124 (1).
pp. 100-111.
ISSN 1432-2064

## Conference or Workshop Item

Peskir, Goran
(2006)
*On Reflecting Brownian Motion with Drift.*
In: Symp. Stoch. Syst., 2005, Osaka.