Erik Ekström

Publication Activity (10 Years)

Years Active: 2006-2024
Publications (10 Years): 12

Top Topics

Stochastic Control

Game Development

Trading Agent Competition

Top Venues

J. Appl. Probab.

SIAM J. Control. Optim.

Math. Oper. Res.

SIAM J. Financial Math.

Publications

Erik Ekström, Ebba Mellquist
Monotonicity of implied volatility for perpetual put options. J. Appl. Probab. 61 (1) (2024)
Tiziano De Angelis, Erik Ekström, Marcus Olofsson
The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem. SIAM J. Control. Optim. 62 (1) (2024)
Erik Ekström, Yuqiong Wang
Stopping problems with an unknown state. J. Appl. Probab. 61 (2) (2024)
Erik Ekström, Alessandro Milazzo, Marcus Olofsson
The de Finetti Problem with Uncertain Competition. SIAM J. Control. Optim. 61 (5) (2023)
Erhan Bayraktar, Erik Ekström, Jia Guo
Disorder detection with costly observations. J. Appl. Probab. 59 (2) (2022)
Erik Ekström, Kristoffer Lindensjö, Marcus Olofsson
How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition. SIAM J. Control. Optim. 60 (1) (2022)
Tiziano De Angelis, Erik Ekström, Kristoffer Glover
Dynkin Games with Incomplete and Asymmetric Information. Math. Oper. Res. 47 (1) (2022)
Erik Ekström, Carl Lindberg
Auctions with an Invitation Cost. IGTR 23 (1) (2021)
Erik Ekström, Marcus Olofsson, Martin Vannestål
A renewal theory approach to two-state switching problems with infinite values. J. Appl. Probab. 57 (1) (2020)
Erik Ekström, Kristoffer Glover, Marta Leniec
Dynkin games with heterogeneous beliefs. J. Appl. Probab. 54 (1) (2017)
Erik Ekström, Juozas Vaicenavicius
Optimal Liquidation of an Asset under Drift Uncertainty. SIAM J. Financial Math. 7 (1) (2016)
Erik Ekström, Martin Vannestål
Momentum liquidation under partial information. J. Appl. Probab. 53 (2) (2016)
Erik Ekström, Carl Lindberg
Optimal Closing of a Momentum Trade. J. Appl. Probab. 50 (2) (2013)
Erik Ekström, Johan Tysk
Convexity theory for the term structure equation. Finance Stochastics 12 (1) (2008)
Erik Ekström, Goran Peskir
Optimal Stopping Games for Markov Processes. SIAM J. Control. Optim. 47 (2) (2008)
Erik Ekström
Properties of game options. Math. Methods Oper. Res. 63 (2) (2006)