Jukka Lempa

Available identifiers

Publication	Date of Publication	Type
Solutions for Poissonian stopping problems of linear diffusions via extremal processes	2024-05-06	Paper
Diffusion spiders: Green kernel, excessive functions and optimal stopping	2024-01-09	Paper
A zero-sum Poisson stopping game with asymmetric signal rates	2023-04-03	Paper
A note on asymptotics between singular and constrained control problems of one-dimensional diffusions	2022-10-24	Paper
Ergodic control of diffusions with random intervention times	2021-03-03	Paper
Some results on optimal stopping under phase-type distributed implementation delay	2020-08-03	Paper
A class of solvable multiple entry problems with forced exits	2019-06-19	Paper
Resolvent-techniques for multiple exercise problems	2015-04-21	Paper
Optimal portfolios in commodity futures markets	2014-11-07	Paper
Bounded variation control of Itô diffusions with exogenously restricted intervention times	2014-05-09	Paper
A Dynkin game with asymmetric information	2014-04-17	Paper
Swing options in commodity markets: a multidimensional Lévy diffusion model	2014-03-25	Paper
Optimal stopping with information constraint	2013-08-05	Paper
Optimal stopping with random exercise lag	2013-02-20	Paper
A note on optimal stopping of diffusions with a two-sided optimal rule	2010-03-18	Paper
On the Optimal Stochastic Impulse Control of Linear Diffusions	2009-03-27	Paper
On infinite horizon optimal stopping of general random walk	2008-05-05	Paper

This page was built for person: Jukka Lempa