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Number of items: **7**.

Ekström, Erik and Tysk, Johan
(2006)
*The American put is log-concave in the log-price.*
Journal of Mathematical Analysis and Applications, 314 (2).
pp. 710-723.
ISSN 0022-247X

Ekström, Erik and Tysk, Johan
(2006)
*A boundary point lemma for Black-Scholes type equations.*
Communications in Pure and Applied Analysis, 5 (3).
pp. 505-514.
ISSN 1386-923X

Ekström, Erik and Janson, Svante and Tysk, Johan
(2005)
*Superreplication of options on several underlying assets.*
Journal of Applied Probability, 42 (1).
pp. 27-39.
ISSN 0021-9002

Ekström, Erik
(2004)
*Properties of American option prices.*
Stochastic Processes and their Applications, 114 (2).
pp. 265-278.
ISSN 0304-4149

Ekström, Erik
(2004)
*Convexity of the optimal stopping boundary for the American put option.*
Journal of Mathematical Analysis and Applications, 299 (1).
pp. 147-156.
ISSN 0022-247X

Ekström, Erik and Villeneuve, Stephane
(2006)
*On the Value of Optimal Stopping Games.*
[MIMS Preprint]

Ekström, Erik and Tysk, Johan
(2006)
*Properties of Option Prices in
a Jump Diffusion Model.*
[MIMS Preprint]