Items where Author is "Ekström, Erik"

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Article

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

MIMS Preprint

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]

This list was generated on Wed Aug 21 01:01:19 2019 BST.