Teppo A. Rakkolainen

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A class of solvable optimal stopping problems of spectrally negative jump diffusions
SIAM Journal on Control and Optimization
2014-11-21Paper
Investment timing in presence of downside risk: a certainty equivalent characterization
Annals of Finance
2012-03-08Paper
Optimal payout policy in presence of downside risk
Mathematical Methods of Operations Research
2009-04-27Paper
On singular stochastic control and optimal stopping of spectrally negative jump diffusions
Stochastics
2009-03-03Paper


Research outcomes over time


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