Erik Ekstr\"om
Identifiers
- name variant Erik Ekstr\"om 0.60 · backfill
Papers (18)
- Playing with ghosts in a Dynkin game math.PR · 2019 · author #2
- Bayesian sequential least-squares estimation for the drift of a Wiener process math.ST · 2019 · author #1
- Monotonicity and robustness in Wiener disorder detection math.ST · 2017 · author #1
- Density symmetries for a class of 2-D diffusions with applications to finance math.PR · 2017 · author #2
- Optimal stopping of a Brownian bridge with an unknown pinning point math.PR · 2017 · author #1
- The dividend problem with a finite horizon math.PR · 2016 · author #2
- Optimal liquidation of an asset under drift uncertainty q-fin.MF · 2015 · author #1
- Bayesian sequential testing of the drift of a Brownian motion math.PR · 2015 · author #1
- The inverse first-passage problem and optimal stopping math.PR · 2015 · author #1
- Feynman-Kac theorems for generalized diffusions math.AP · 2012 · author #1
- Can time-homogeneous diffusions produce any distribution? math.PR · 2011 · author #1
- Boundary conditions for the single-factor term structure equation math.PR · 2011 · author #1
- Bubbles, convexity and the Black--Scholes equation math.PR · 2009 · author #1
- Recovering a time-homogeneous stock price process from perpetual option prices math.PR · 2009 · author #1
- On the value of optimal stopping games math.PR · 2006 · author #1
- Convexity preserving jump-diffusion models for option pricing math.AP · 2006 · author #1
- Properties of option prices in models with jumps math.AP · 2005 · author #1
- A boundary point lemma for Black-Scholes type operators math.AP · 2005 · author #1
Mentions
Frequent Coauthors
- Johan Tysk 7 shared papers
- Juozas Vaicenavicius 5 shared papers
- Svante Janson 3 shared papers
- David Hobson 2 shared papers
- Tiziano De Angelis 2 shared papers
- Ioannis Karatzas 1 shared papers
- Konstantinos Dareiotis 1 shared papers
- Stephane Villeneuve 1 shared papers