The following pages link to Erik Ekström (Q350711):
Displayed 11 items.
- Monotonicity and robustness in Wiener disorder detection (Q5379332) (← links)
- PRICING EQUATIONS IN JUMP-TO-DEFAULT MODELS (Q5420699) (← links)
- PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS (Q5427661) (← links)
- Bounds for perpetual American option prices in a jump diffusion model (Q5754695) (← links)
- The de Finetti Problem with Uncertain Competition (Q6057793) (← links)
- (Q6161844) (← links)
- The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem (Q6180251) (← links)
- Monotonicity of implied volatility for perpetual put options (Q6198979) (← links)
- De Finetti's control problem with competition (Q6369834) (← links)
- The de Finetti problem with unknown competition (Q6396524) (← links)
- Stopping problems with an unknown state (Q6402831) (← links)