Goran Peškir

1. Global C¹ Regularity of the Value Function in Optimal Stopping\n Problems
   2018/12/11 by Tiziano De Angelis, Goran Peškir, De Angelis, Tiziano +1 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · #35J15 #35K10 #60H30. Secondary 35R35 #60J25 #Auction Theory and Applications #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Primary 60G40 #Probability (math.PR) #Stochastic processes and financial applications
2. Quickest Real-Time Detection of Multiple Brownian Drifts
   2023/05/09 by Philip Ernst, Ernst, Philip A., Hongwei Mei +3 · 3 citations
   Economics, Econometrics and Finance · #60G40 #60H30 #60J65 #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications