The following pages link to Erik Ekström (Q350711):
Displaying 50 items.
- The inverse first-passage problem and optimal stopping (Q350712) (← links)
- Recovering a time-homogeneous stock price process from perpetual option prices (Q549870) (← links)
- Boundary conditions for the single-factor term structure equation (Q627249) (← links)
- Optimal selling of an asset under incomplete information (Q655226) (← links)
- Bubbles, convexity and the Black-Scholes equation (Q835063) (← links)
- On the value of optimal stopping games (Q862220) (← links)
- Convexity preserving jump-diffusion models for option pricing (Q874977) (← links)
- Properties of game options (Q883071) (← links)
- The Black-Scholes equation in stochastic volatility models (Q973979) (← links)
- The dividend problem with a finite horizon (Q1704142) (← links)
- Density symmetries for a class of 2-D diffusions with applications to finance (Q1713463) (← links)
- Convexity of the optimal stopping boundary for the American put option (Q1766723) (← links)
- Can time-homogeneous diffusions produce any distribution? (Q1950378) (← links)
- Bayesian sequential least-squares estimation for the drift of a Wiener process (Q2074995) (← links)
- A sequential estimation problem with control and discretionary stopping (Q2096184) (← links)
- Playing with ghosts in a Dynkin game (Q2196542) (← links)
- Optimal stopping of a Brownian bridge with an unknown pinning point (Q2289811) (← links)
- A boundary point lemma for Black-Scholes type operators (Q2474763) (← links)
- Properties of American option prices (Q2485809) (← links)
- The American put is log-concave in the log-price (Q2581491) (← links)
- De Finetti's control problem with competition (Q2682355) (← links)
- Bayesian sequential testing of the drift of a Brownian motion (Q2786497) (← links)
- Optimal Liquidation of an Asset under Drift Uncertainty (Q2813079) (← links)
- Feynman–Kac theorems for generalized diffusions (Q2944926) (← links)
- Momentum liquidation under partial information (Q3188565) (← links)
- The Optimal Dividend Problem in the Dual Model (Q3191821) (← links)
- Optimal liquidation of a call spread (Q3578685) (← links)
- Optimal Stopping Games for Markov Processes (Q3617229) (← links)
- Optimal Stopping of a Brownian Bridge (Q3621154) (← links)
- Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation (Q3652693) (← links)
- Perpetual American put options in a level-dependent volatility model (Q4462704) (← links)
- Sequential testing of a Wiener process with costly observations (Q4639218) (← links)
- DUPIRE'S EQUATION FOR BUBBLES (Q4649504) (← links)
- OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS (Q4662052) (← links)
- Dynkin games with heterogeneous beliefs (Q4684850) (← links)
- Russian options with a finite time horizon (Q4819460) (← links)
- Auctions with an Invitation Cost (Q5013384) (← links)
- How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition (Q5037503) (← links)
- Dynkin Games with Incomplete and Asymmetric Information (Q5076713) (← links)
- Bayesian Sequential Composite Hypothesis Testing in Discrete Time (Q5079516) (← links)
- Disorder detection with costly observations (Q5086994) (← links)
- Multi-dimensional sequential testing and detection (Q5094575) (← links)
- A renewal theory approach to two-state switching problems with infinite values (Q5109486) (← links)
- Optimal Liquidation of a Pairs Trade (Q5198562) (← links)
- AMERICAN OPTIONS AND INCOMPLETE INFORMATION (Q5242957) (← links)
- SHORT-TIME IMPLIED VOLATILITY IN EXPONENTIAL LÉVY MODELS (Q5265240) (← links)
- Optimal Closing of a Momentum Trade (Q5299563) (← links)
- Numerical option pricing in the presence of bubbles (Q5300438) (← links)
- Superreplication of Options on Several Underlying Assets (Q5312838) (← links)
- Comparison of Two Methods for Superreplication (Q5363117) (← links)
