The Russian option: Finite horizon. - Goran Peskir (Finance Stochastics, 2005)

Optimal Stopping Games for Markov Processes. - Erik Ekström; Goran Peskir (SIAM J. Control. Optim., 2008)

Application of sequential testing problem to online detection of transient stability status for power systems. - Jhonny Gonzalez; Yerkin Kitapbayev; Tingyan Guo; Jovica V. Milanovic; Goran Peskir; John Moriarty (CDC, 2016)

Constrained Dynamic Optimality and Binomial Terminal Wealth. - Jesper Lund Pedersen; Goran Peskir (SIAM J. Control. Optim., 2018)

Risk-Constrained Minimization of Combined Event Detection and Decision Time for Online Transient Stability Assessment. - Jhonny Gonzalez; Panagiotis N. Papadopoulos; Jovica V. Milanovic; Goran Peskir; John Moriarty (IEEE Trans. Smart Grid, 2021)

On Newton's First Law of Motion. - Goran Peskir (Axioms, 2022)

Quickest Detection Problems for Ornstein-Uhlenbeck Processes. - Kristoffer J. Glover; Goran Peskir (Math. Oper. Res., 2024)