4. Mathematics
  5. Probability

Goran Peskir

Mathematics – Probability

Scientist

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Scientist

Embedding Laws in Diffusions by Functions of Time

Mathematics – Probability
Scientific paper

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Predicting the Last Zero of Brownian Motion with Drift

Mathematics – Probability
Scientific paper

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Predicting the ultimate supremum of a stable Lévy process with no negative jumps

Mathematics – Probability
Scientific paper

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Selling a stock at the ultimate maximum

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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The law of the supremum of a stable Lévy process with no negative jumps

Mathematics – Probability
Scientific paper

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