Optimal stopping and free-boundary problems G Peskir, A Shiryaev Optimal Stopping and Free-Boundary Problems, 123-142, 2006 | 1524 | 2006 |

A change-of-variable formula with local time on curves G Peskir Journal of Theoretical Probability 18 (3), 499-535, 2005 | 231 | 2005 |

On the American option problem G Peskir Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 184 | 2005 |

A change-of-variable formula with local time on surfaces G Peskir Séminaire de probabilités XL, 70-96, 2007 | 120 | 2007 |

Solving the Poisson disorder problem G Peskir, AN Shiryaev Advances in finance and stochastics, 295-312, 2002 | 116 | 2002 |

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 | 108 | 2001 |

Optimal stopping of the maximum process: The maximality principle G Peskir Annals of Probability, 1614-1640, 1998 | 108 | 1998 |

Sequential testing problems for Poisson processes G Peskir, AN Shiryaev Annals of Statistics, 837-859, 2000 | 101 | 2000 |

Selling a stock at the ultimate maximum J Du Toit, G Peskir The Annals of Applied Probability 19 (3), 983-1014, 2009 | 97 | 2009 |

On integral equations arising in the first-passage problem for Brownian motion G Peskir The Journal of Integral Equations and Applications, 397-423, 2002 | 92 | 2002 |

Optimal mean-variance portfolio selection JL Pedersen, G Peskir Mathematics and Financial Economics 11 (2), 137-160, 2017 | 91* | 2017 |

Optimal stopping games for Markov processes E Ekström, G Peskir SIAM Journal on Control and Optimization 47 (2), 684-702, 2008 | 82 | 2008 |

The law of the supremum of a stable Lévy process with no negative jumps V Bernyk, RC Dalang, G Peskir The Annals of Probability 36 (5), 1777-1789, 2008 | 80 | 2008 |

Stochastic differential equations for sticky Brownian motion HJ Engelbert, G Peskir Stochastics An International Journal of Probability and Stochastic Processes …, 2014 | 77 | 2014 |

The Russian option: finite horizon G Peskir Finance and Stochastics 9 (2), 251-267, 2005 | 71 | 2005 |

The trap of complacency in predicting the maximum J Du Toit, G Peskir The Annals of Probability 35 (1), 340-365, 2007 | 70 | 2007 |

The Wiener disorder problem with finite horizon PV Gapeev, G Peskir Stochastic processes and their applications 116 (12), 1770-1791, 2006 | 66 | 2006 |

Maximal inequalities for the Ornstein-Uhlenbeck process S Graversen, G Peskir Proceedings of the American Mathematical Society 128 (10), 3035-3041, 2000 | 66 | 2000 |

Optimal stopping games and Nash equilibrium G Peskir Theory of Probability & Its Applications 53 (3), 558-571, 2009 | 59 | 2009 |

On the diffusion coefficient: The Einstein relation and beyond G Peskir Taylor & Francis Group 19 (3), 383-405, 2003 | 52 | 2003 |