Erik Ekström

Erik Ekström

Uppsala University - Uppsala / Sweden
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1132518
Uppsala Universitet
person_outline Erik Ekström's MOST POPULAR ARTICLES
1-) Optimal stopping games for Markov processesE Ekström, G PeskirSIAM Journal on Control and Optimization 47 (2), 684-702, 2008842008
2-) The Black–Scholes equation in stochastic volatility modelsE Ekström, J TyskJournal of Mathematical Analysis and Applications 368 (2), 498-507, 2010832010
3-) Properties of American option pricesE EkströmStochastic Processes and their Applications 114 (2), 265-278, 2004792004
4-) Convexity of the optimal stopping boundary for the American put optionE EkströmJournal of mathematical analysis and applications 299 (1), 147-156, 2004752004
5-) On the value of optimal stopping gamesE Ekström, S Villeneuve672006