Items where authors include "Peskir, G"
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Number of items: 2.
Article
De Angelis, T and Peskir, G (2020) Global C¹ regularity of the value function in optimal stopping problems. Annals of Applied Probability, 30 (3). pp. 1007-1031. ISSN 1050-5164
De Angelis, T and Peskir, G (2017) Optimal prediction of resistance and support levels. Applied Mathematical Finance, 23 (6). pp. 465-483. ISSN 1350-486X