Peony leaves will shrivel for several reasons. Most common is an underground root attack from a mole or vole. Leaves will also curl from chemical herbicide drift, too much sun if they are not used to a sunny location and very dry soil. I suggest you water well, cut back the worst of the damaged leaves and see if the plant revives. Peonies are very tough perennials so my bet is on this plant reinventing itself and sending up fresh foliage before summer is over. Keep growing, Marianne Binetti