The following pages link to Jukka Lempa (Q468418):
Displayed 16 items.
- Optimal portfolios in commodity futures markets (Q468419) (← links)
- Some results on optimal stopping under phase-type distributed implementation delay (Q784790) (← links)
- Optimal stopping with random exercise lag (Q1935933) (← links)
- A note on asymptotics between singular and constrained control problems of one-dimensional diffusions (Q2089850) (← links)
- A note on optimal stopping of diffusions with a two-sided optimal rule (Q2270317) (← links)
- Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
- Optimal stopping with information constraint (Q2391931) (← links)
- A class of solvable multiple entry problems with forced exits (Q2422352) (← links)
- Swing options in commodity markets: a multidimensional Lévy diffusion model (Q2441571) (← links)
- On infinite horizon optimal stopping of general random walk (Q2483012) (← links)
- A zero-sum Poisson stopping game with asymmetric signal rates (Q2694463) (← links)
- On the Optimal Stochastic Impulse Control of Linear Diffusions (Q3617230) (← links)
- Ergodic control of diffusions with random intervention times (Q4964777) (← links)
- A Dynkin game with asymmetric information (Q5410809) (← links)
- Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (Q5415095) (← links)
- Diffusion spiders: Green kernel, excessive functions and optimal stopping (Q6186387) (← links)