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Author

Erik Ekström

Observed names: ERIK EKSTRÖM, Ekstrom, Erik, Ekström, Erik, Erik Ekstr\"om, Erik Ekström
Institution: Uppsala University
ORCID: 0000-0001-9604-9172
Observed ORCID: 0000-0001-9604-9172
OpenAlex ID: A5103101959
Optimal Stopping Games for Markov Processes
2008 · Erik Ekström, Goran Peskir · SIAM Journal on Control and Optimization · 92
The Black–Scholes equation in stochastic volatility models
2010 · Erik Ekström, Johan Tysk · Journal of Mathematical Analysis and Applications · 68
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On the value of optimal stopping games
2006 · Erik Ekström, Stephane Villeneuve · The Annals of Applied Probability · 62
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Properties of American option prices
2004 · Erik Ekström · Stochastic Processes and their Applications · 58
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Convexity of the optimal stopping boundary for the American put option
2004 · Erik Ekström · Journal of Mathematical Analysis and Applications · 51
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Bubbles, Convexity and the Black–scholes Equation
· Erik Ekström, Johan Tysk · 50
Properties of game options
2005 · Erik Ekström · Mathematical Methods of Operations Research · 48
Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation
2009 · Erik Ekström, Per Lötstedt, et al. · Applied Mathematical Finance · 43
Boundary conditions for the single-factor term structure equation
· Erik Ekström, Johan Tysk · 43
Bubbles, convexity and the Black–Scholes equation
2009 · Erik Ekström, Johan Tysk · The Annals of Applied Probability · 40
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Optimal Liquidation of an Asset under Drift Uncertainty
2016 · Erik Ekström, Juozas Vaicenavicius · SIAM Journal on Financial Mathematics · 34
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Optimal Selling of an Asset under Incomplete Information
2011 · Erik Ekström, Bing Lu · International Journal of Stochastic Analysis · 31
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Boundary conditions for the single-factor term structure equation
2010 · Erik Ekström, Johan Tysk · The Annals of Applied Probability · 31
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Optimal Liquidation of a Pairs Trade
2011 · Erik Ekström, Carl Lindberg, et al. · Springer eBooks · 29
Optimal Stopping of a Brownian Bridge
2009 · Erik Ekström, Henrik Wanntorp · Journal of Applied Probability · 29
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Properties of Option Prices in Models With Jumps
2007 · Erik Ekström, Johan Tysk · Mathematical Finance · 28
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The dividend problem with a finite horizon
2017 · Tiziano De Angelis, Erik Ekström · The Annals of Applied Probability · 27
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Russian options with a finite time horizon
2004 · Erik Ekström · Journal of Applied Probability · 23
Superreplication of Options on Several Underlying Assets
2005 · Erik Ekström, Svante Janson, et al. · Journal of Applied Probability · 18
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Sequential testing of a Wiener process with costly observations
2018 · Hannah Dyrssen, Erik Ekström · Sequential Analysis · 17
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Optimal stopping of a Brownian bridge with an unknown pinning point
2019 · Erik Ekström, Juozas Vaicenavicius · Stochastic Processes and their Applications · 16
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The inverse first-passage problem and optimal stopping
2016 · Erik Ekström, Svante Janson · The Annals of Applied Probability · 16
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Optimal Closing of a Momentum Trade
2013 · Erik Ekström, Carl Lindberg · Journal of Applied Probability · 15
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Can time-homogeneous diffusions produce any distribution?
2011 · Erik Ekström, David Hobson, et al. · Probability Theory and Related Fields · 15
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Recovering a time-homogeneous stock price process from perpetual option prices
2011 · Erik Ekström, David Hobson · The Annals of Applied Probability · 15
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Works count: 89
Citation count: 1,145
H-index: 18
I10-index: 35
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