Concepedia

Erik Ekström

EE

Statistics

Publications

26

Citations

794

H-Index

16

Active since

2004

Affiliations

Uppsala University(Current)

University of Manchester

University of Warwick

Chalmers University of Technology

Erik Ekström is an author at Uppsala University specializing in business, asset pricing, and engineering.

Top concepts

BusinessEngineeringAsset PricingFinanceProbabilityOption PricingEconomicsMathematical ProgrammingGame TheoryEconomic Analysis

Publications per year

2004–2022

25

Publications

26

Optimal Stopping Games for Markov Processes

Erik Ekström, Goran Peškir · SIAM Journal on Control and Optimization · 2008 · 85 citations

Engineering, Stochastic Optimization, Optimal Stopping Games +11

Properties of American option prices

Erik Ekström · Stochastic Processes and their Applications · 2004 · 66 citations

Economics, Option Pricing, Asset Pricing +5

On the value of optimal stopping games

Erik Ekström, Stéphane Villeneuve · The Annals of Applied Probability · 2006 · 60 citations · Full text

Economics, Price Of Anarchy, Perpetual Optimal +15

The Black–Scholes equation in stochastic volatility models

Erik Ekström, Johan Tysk · Journal of Mathematical Analysis and Applications · 2010 · 59 citations

Volatility Modeling, Multivariate Stochastic Volatility, Black-scholes Model +7

Convexity of the optimal stopping boundary for the American put option

Erik Ekström · Journal of Mathematical Analysis and Applications · 2004 · 55 citations

American Put Option, Convex Optimization, Optimal Stopping Boundary

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