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researcher

Erik Ekstrom

12 papers hereh-index 10303 citations23 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author9
  • middle author1
  • last author2

Across the 12 of 12 papers where every author was matched, so the position is known.

fields
  • math.PR4
  • math.AP3
  • math.OC3
  • math.ST2

identity via Semantic Scholar / OpenAlex

activity
20052026
most citedBubbles, convexity and the Black--Scholes equation

39 citations · 69 across the 9 of their papers we have counts for

collaborators
Showing 2022Show all

1 paper · 1 filter

math.OC2022★ 1 cited

The de Finetti problem with unknown competition

Erik Ekström, Alessandro Milazzo, Marcus Olofsson

We consider a resource extraction problem which extends the classical de Finetti problem for a Wiener process to include the case when a competitor, who is equipped with the possib…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.