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ORCIDErik Ekström
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2020 – today
- 2024
[j16]Erik Ekström
, Ebba Mellquist:
Monotonicity of implied volatility for perpetual put options. J. Appl. Probab. 61(1): 301-310 (2024)- [j15]Erik Ekström, Yuqiong Wang:
Stopping problems with an unknown state. J. Appl. Probab. 61(2): 515-528 (2024) - [j14]Tiziano De Angelis, Erik Ekström, Marcus Olofsson:
The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem. SIAM J. Control. Optim. 62(1): 91-117 (2024) - 2023
- [j13]Erik Ekström, Alessandro Milazzo, Marcus Olofsson:
The de Finetti Problem with Uncertain Competition. SIAM J. Control. Optim. 61(5): 2997-3017 (2023) - 2022
- [j12]Erhan Bayraktar, Erik Ekström, Jia Guo:
Disorder detection with costly observations. J. Appl. Probab. 59(2): 338-349 (2022) - [j11]Tiziano De Angelis, Erik Ekström, Kristoffer J. Glover:
Dynkin Games with Incomplete and Asymmetric Information. Math. Oper. Res. 47(1): 560-586 (2022) - [j10]Erik Ekström, Kristoffer Lindensjö, Marcus Olofsson:
How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition. SIAM J. Control. Optim. 60(1): 545-574 (2022) - 2021
- [j9]Erik Ekström, Carl Lindberg:
Auctions with an Invitation Cost. IGTR 23(1): 2050014:1-2050014:16 (2021) - 2020
- [j8]Erik Ekström, Marcus Olofsson, Martin Vannestål:
A renewal theory approach to two-state switching problems with infinite values. J. Appl. Probab. 57(1): 1-18 (2020)
2010 – 2019
- 2017
- [j7]Erik Ekström, Kristoffer J. Glover, Marta Leniec:
Dynkin games with heterogeneous beliefs. J. Appl. Probab. 54(1): 236-251 (2017) - 2016
- [j6]Erik Ekström, Martin Vannestål:
Momentum liquidation under partial information. J. Appl. Probab. 53(2): 341-359 (2016) - [j5]Erik Ekström, Juozas Vaicenavicius:
Optimal Liquidation of an Asset under Drift Uncertainty. SIAM J. Financial Math. 7(1): 357-381 (2016) - 2013
- [j4]Erik Ekström, Carl Lindberg:
Optimal Closing of a Momentum Trade. J. Appl. Probab. 50(2): 374-387 (2013)
2000 – 2009
- 2008
- [j3]Erik Ekström, Johan Tysk:
Convexity theory for the term structure equation. Finance Stochastics 12(1): 117-147 (2008) - [j2]Erik Ekström, Goran Peskir:
Optimal Stopping Games for Markov Processes. SIAM J. Control. Optim. 47(2): 684-702 (2008) - 2006
- [j1]Erik Ekström:
Properties of game options. Math. Methods Oper. Res. 63(2): 221-238 (2006)
Coauthor Index
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