Erik Ekström

Orcid: 0000-0001-9604-9172

According to our database1, Erik Ekström authored at least 16 papers between 2006 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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PhD thesis 
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Bibliography

2024
Monotonicity of implied volatility for perpetual put options.
J. Appl. Probab., March, 2024

The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem.
SIAM J. Control. Optim., February, 2024

Stopping problems with an unknown state.
J. Appl. Probab., 2024

2023
The de Finetti Problem with Uncertain Competition.
SIAM J. Control. Optim., October, 2023

2022
How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition.
SIAM J. Control. Optim., 2022

Dynkin Games with Incomplete and Asymmetric Information.
Math. Oper. Res., 2022

Disorder detection with costly observations.
J. Appl. Probab., 2022

2021
Auctions with an Invitation Cost.
IGTR, 2021

2020
A renewal theory approach to two-state switching problems with infinite values.
J. Appl. Probab., 2020

2017
Dynkin games with heterogeneous beliefs.
J. Appl. Probab., 2017

2016
Optimal Liquidation of an Asset under Drift Uncertainty.
SIAM J. Financial Math., 2016

Momentum liquidation under partial information.
J. Appl. Probab., 2016

2013
Optimal Closing of a Momentum Trade.
J. Appl. Probab., 2013

2008
Optimal Stopping Games for Markov Processes.
SIAM J. Control. Optim., 2008

Convexity theory for the term structure equation.
Finance Stochastics, 2008

2006
Properties of game options.
Math. Methods Oper. Res., 2006


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