Erik Ekström

Finance · 2004–2010

A researcher in the Science corpus: 5 papers; trusts 11 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 20 citations into it; #3,467 of 10,518 by trust here, #6,162 by citations

Whom Erik Ekström trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Svante Janson
2. Johan Tysk
3. Savas Dayanik
4. Goran Peskir
5. Steven Heston
6. Alan L. Lewis
7. Leif Andersen
8. Ioannis Karatzas
9. Mark Loewenstein
10. Vivek Shripad Borkar

Who trusts Erik Ekström overall

1. Ioannis Karatzas
2. Johan Tysk
3. J. Ruf
4. Stéphane Villeneuve
5. Daniel Sevcovic
6. Soumik Pal
7. Philip Protter
8. Daniel Fernholz
9. Aleksandar Mijatovic
10. Chao Zhu

Papers from Erik Ekström's perspective

Ordered by how strongly the researchers Erik Ekström trusts endorse each paper. Same corpus, a different order for every researcher.

1. Martingales versus PDEs in finance: an equivalence result with examples (Journal of Applied Probability)
2. Bubbles, convexity and the Black–Scholes equation
3. Feynman–kac Formulas for Black–Scholes–Type Operators
4. Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains
5. Option Valuation under Stochastic Volatility
6. Properties of American option prices
7. Volatility time and properties of option prices
8. Options and Bubbles
9. Correlations and bounds for stochastic volatility models
10. The Black–Scholes equation in stochastic volatility models

Their papers

• Bubbles, convexity and the Black–Scholes equation (2009) — 62 citations
• The Black–Scholes equation in stochastic volatility models (2010) — 66 citations
• On the value of optimal stopping games (2006) — 66 citations
• Properties of American option prices (2004) — 66 citations
• Convexity of the optimal stopping boundary for the American put option (2004) — 54 citations