2014
On viscosity solutions of path dependent PDEs
Ibrahim Ekren, Christian Keller, Nizar Touzi, Jianfeng Zhang
The Annals of Probability OATop-listed
202
cites
Ibrahim Ekren
Faculty
Financial Markets and Investment StrategiesStochastic processes and financial applications
About
Ibrahim Ekren is a Finance scholar at University of Michigan. Research spans Financial Markets and Investment Strategies, Stochastic processes and financial applications. 66 works, 624 citations (h-index 11).
Generated from open data. Know them? Add to this profile or claim it.
Associate Professor · University of Michigan
Most-cited work
2016
Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part I
Ibrahim Ekren, Nizar Touzi, Jianfeng Zhang
The Annals of Probability OATop-listed
117
cites
2014
Optimal stopping under nonlinear expectation
Ibrahim Ekren, Nizar Touzi, Jianfeng Zhang
Stochastic Processes and their Applications OATop-listed
74
cites