| Optimal stopping and free-boundary problems G Peskir, A Shiryaev Optimal Stopping and Free-Boundary Problems, 123-142, 2006 | 1789 | 2006 |
| A change-of-variable formula with local time on curves G Peskir Journal of Theoretical Probability 18 (3), 499-535, 2005 | 260 | 2005 |
| On the American option problem G Peskir Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 207 | 2005 |
| A change-of-variable formula with local time on surfaces G Peskir Séminaire de probabilités XL, 70-96, 2007 | 141 | 2007 |
| Solving the Poisson disorder problem G Peskir, AN Shiryaev Advances in finance and stochastics: essays in honour of Dieter Sondermann …, 2002 | 128 | 2002 |
| Stochastic differential equations for sticky Brownian motion HJ Engelbert, G Peskir Stochastics An International Journal of Probability and Stochastic Processes …, 2014 | 125 | 2014 |
| Optimal stopping of the maximum process: The maximality principle G Peskir The Annals of Probability 26 (4), 1614-1640, 1998 | 123 | 1998 |
| Optimal mean-variance portfolio selection JL Pedersen, G Peskir Mathematics and Financial Economics 11, 137-160, 2017 | 120* | 2017 |
| Stopping Brownian motion without anticipation as close as possible to its ultimate maximum SE Graversen, G Peskir, AN Shiryaev Theory of Probability & Its Applications 45 (1), 41-50, 2001 | 118 | 2001 |
| Selling a stock at the ultimate maximum J Du Toit, G Peskir | 114 | 2009 |
| Sequential testing problems for Poisson processes G Peskir, AN Shiryaev Annals of Statistics, 837-859, 2000 | 114 | 2000 |
| Optimal stopping games for Markov processes E Ekström, G Peskir SIAM Journal on Control and Optimization 47 (2), 684-702, 2008 | 107 | 2008 |
| On integral equations arising in the first-passage problem for Brownian motion G Peskir The Journal of Integral Equations and Applications, 397-423, 2002 | 105 | 2002 |
| The law of the supremum of a stable Lévy process with no negative jumps V Bernyk, RC Dalang, G Peskir | 81 | 2008 |
| The trap of complacency in predicting the maximum J du Toit, G Peskir | 79 | 2007 |
| The Russian option: finite horizon G Peskir Finance and Stochastics 9, 251-267, 2005 | 79 | 2005 |
| The Wiener disorder problem with finite horizon PV Gapeev, G Peskir Stochastic processes and their applications 116 (12), 1770-1791, 2006 | 78 | 2006 |
| Maximal inequalities for the Ornstein-Uhlenbeck process S Graversen, G Peskir Proceedings of the American Mathematical Society 128 (10), 3035-3041, 2000 | 76 | 2000 |
| The Khintchine inequalities and martingale expanding sphere of their action G Peshkir, AN Shiryaev Russian Mathematical Surveys 50 (5), 849, 1995 | 72 | 1995 |
| Global regularity of the value function in optimal stopping problems T De Angelis, G Peskir | 66 | 2020 |
