Erik Ekström

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

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Monotonicity of implied volatility for perpetual put options.

Erik Ekström, Ebba Mellquist

J. Appl. Probab., March, 2024

The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem.

Tiziano De Angelis, Erik Ekström, Marcus Olofsson

SIAM J. Control. Optim., February, 2024

Stopping problems with an unknown state.

Erik Ekström, Yuqiong Wang

J. Appl. Probab., 2024

2023

The de Finetti Problem with Uncertain Competition.

Erik Ekström, Alessandro Milazzo, Marcus Olofsson

SIAM J. Control. Optim., October, 2023

2022

How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition.

Erik Ekström, Kristoffer Lindensjö, Marcus Olofsson

SIAM J. Control. Optim., 2022

Dynkin Games with Incomplete and Asymmetric Information.

Tiziano De Angelis, Erik Ekström, Kristoffer J. Glover

Math. Oper. Res., 2022

Disorder detection with costly observations.

Erhan Bayraktar, Erik Ekström, Jia Guo

J. Appl. Probab., 2022

2021

Auctions with an Invitation Cost.

Erik Ekström, Carl Lindberg

IGTR, 2021

2020

A renewal theory approach to two-state switching problems with infinite values.

Erik Ekström, Marcus Olofsson, Martin Vannestål

J. Appl. Probab., 2020

2017

Dynkin games with heterogeneous beliefs.

Erik Ekström, Kristoffer J. Glover, Marta Leniec

J. Appl. Probab., 2017

2016

Optimal Liquidation of an Asset under Drift Uncertainty.

Erik Ekström, Juozas Vaicenavicius

SIAM J. Financial Math., 2016

Momentum liquidation under partial information.

Erik Ekström, Martin Vannestål

J. Appl. Probab., 2016

2013

Optimal Closing of a Momentum Trade.

Erik Ekström, Carl Lindberg

J. Appl. Probab., 2013

2008

Optimal Stopping Games for Markov Processes.

Erik Ekström, Goran Peskir

SIAM J. Control. Optim., 2008

Convexity theory for the term structure equation.

Erik Ekström, Johan Tysk

Finance Stochastics, 2008

2006

Properties of game options.

Erik Ekström

Math. Methods Oper. Res., 2006