Erik Ekström

17 papers Journal 17
YearRankTypeTitle / Venue / Authors
2025 J jnl
Hiring and firing - a signaling game.
J. Appl. Probab.
Erik Ekström, Topias Tolonen-Weckström
2024 J jnl
Monotonicity of implied volatility for perpetual put options.
J. Appl. Probab.
Erik Ekström, Ebba Mellquist
2024 J jnl
Stopping problems with an unknown state.
J. Appl. Probab.
Erik Ekström, Yuqiong Wang
2024 J jnl
The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem.
SIAM J. Control. Optim.
Tiziano De Angelis, Erik Ekström, Marcus Olofsson
2023 J jnl
The de Finetti Problem with Uncertain Competition.
SIAM J. Control. Optim.
Erik Ekström, Alessandro Milazzo, Marcus Olofsson
2022 J jnl
Disorder detection with costly observations.
J. Appl. Probab.
Erhan Bayraktar, Erik Ekström, Jia Guo
2022 J jnl
Dynkin Games with Incomplete and Asymmetric Information.
Math. Oper. Res.
Tiziano De Angelis, Erik Ekström, Kristoffer J. Glover
2022 J jnl
How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition.
SIAM J. Control. Optim.
Erik Ekström, Kristoffer Lindensjö, Marcus Olofsson
2021 J jnl
Auctions with an Invitation Cost.
IGTR
Erik Ekström, Carl Lindberg
2020 J jnl
A renewal theory approach to two-state switching problems with infinite values.
J. Appl. Probab.
Erik Ekström, Marcus Olofsson, Martin Vannestål
2017 J jnl
Dynkin games with heterogeneous beliefs.
J. Appl. Probab.
Erik Ekström, Kristoffer J. Glover, Marta Leniec
2016 J jnl
Momentum liquidation under partial information.
J. Appl. Probab.
Erik Ekström, Martin Vannestål
2016 J jnl
Optimal Liquidation of an Asset under Drift Uncertainty.
SIAM J. Financial Math.
Erik Ekström, Juozas Vaicenavicius
2013 J jnl
Optimal Closing of a Momentum Trade.
J. Appl. Probab.
Erik Ekström, Carl Lindberg
2008 J jnl
Convexity theory for the term structure equation.
Finance Stochastics
Erik Ekström, Johan Tysk
2008 J jnl
Optimal Stopping Games for Markov Processes.
SIAM J. Control. Optim.
Erik Ekström, Goran Peskir
2006 J jnl
Properties of game options.
Math. Methods Oper. Res.
Erik Ekström