| Optimal stopping games for Markov processes E Ekström, G Peskir SIAM Journal on Control and Optimization 47 (2), 684-702, 2008 | 106 | 2008 |
| The Black–Scholes equation in stochastic volatility models E Ekström, J Tysk Journal of Mathematical Analysis and Applications 368 (2), 498-507, 2010 | 91 | 2010 |
| Properties of American option prices E Ekström Stochastic Processes and their Applications 114 (2), 265-278, 2004 | 81 | 2004 |
| Convexity of the optimal stopping boundary for the American put option E Ekström Journal of mathematical analysis and applications 299 (1), 147-156, 2004 | 76 | 2004 |
| On the value of optimal stopping games E Ekström, S Villeneuve | 69 | 2006 |
| Bubbles, convexity and the Black–Scholes equation E Ekström, J Tysk | 67 | 2009 |
| Properties of game options E Ekström Mathematical Methods of Operations Research 63, 221-238, 2006 | 67 | 2006 |
| Boundary conditions for the single-factor term structure equation E Ekström, J Tysk | 55 | 2011 |
| Boundary values and finite difference methods for the single factor term structure equation E Ekström, P Lötstedt, J Tysk Applied Mathematical Finance 16 (3), 253-259, 2009 | 50 | 2009 |
| Optimal liquidation of a pairs trade E Ekström, C Lindberg, J Tysk Advanced mathematical methods for finance, 247-255, 2011 | 44 | 2011 |
| The dividend problem with a finite horizon T De Angelis, E Ekström | 38 | 2017 |
| Optimal liquidation of an asset under drift uncertainty E Ekstrom, J Vaicenavicius SIAM Journal on Financial Mathematics 7 (1), 357-381, 2016 | 38 | 2016 |
| Optimal selling of an asset under incomplete information E Ekström, B Lu International Journal of Stochastic Analysis 2011 (1), 543590, 2011 | 35 | 2011 |
| Russian options with a finite time horizon E Ekström Journal of applied probability 41 (2), 313-326, 2004 | 33 | 2004 |
| Properties of option prices in models with jumps E Ekström, J Tysk Mathematical Finance 17 (3), 381-397, 2007 | 29 | 2007 |
| Optimal stopping of a Brownian bridge E Ekström, H Wanntorp Journal of applied probability 46 (1), 170-180, 2009 | 25 | 2009 |
| Superreplication of options on several underlying assets E Ekström, S Janson, J Tysk Journal of applied probability 42 (1), 27-38, 2005 | 24 | 2005 |
| Sequential testing of a Wiener process with costly observations H Dyrssen, E Ekström Sequential Analysis 37 (1), 47-58, 2018 | 23 | 2018 |
| Optimal closing of a momentum trade E Ekström, C Lindberg Journal of Applied Probability 50 (2), 374-387, 2013 | 23 | 2013 |
| Can time-homogeneous diffusions produce any distribution? E Ekström, D Hobson, S Janson, J Tysk Probability Theory and Related Fields 155, 493-520, 2013 | 22 | 2013 |
Johan TyskProfessor of Mathematics, Uppsala UniversityEmail verificata su math.uu.se
