Generating author description...
| Action | Title | Year | Authors |
|---|---|---|---|
| + PDF Chat | Optimal Stopping of a Brownian Bridge | 2009 |
Erik Ekström Henrik Wanntorp |
| + | A no-crossing property for jump-diffusion processes | 2007 |
Henrik Wanntorp |
| + | Summability Methods and Random Variables | 2003 |
Henrik Wanntorp |
| Coauthor | Papers Together |
|---|---|
| Erik Ekström | 1 |
| Action | Title | Year | Authors | # of times referenced |
|---|---|---|---|---|
| + PDF Chat | PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS | 2007 |
Erik Ekström Johan Tysk |
1 |
| + | Incompleteness of markets driven by a mixed diffusion | 2000 |
Nadine Bellamy Monique Jeanblanc |
1 |