Jukka Lempa

Publication Activity (10 Years)

Years Active: 2008-2021
Publications (10 Years): 2

Top Topics

Diffusion Models

Pricing Strategies

Top Venues

Math. Methods Oper. Res.

Finance Stochastics

J. Appl. Probab.

Publications

Harto Saarinen, Jukka Lempa
Ergodic control of diffusions with random intervention times. J. Appl. Probab. 58 (1) (2021)
Jukka Lempa
Some results on optimal stopping under phase-type distributed implementation delay. Math. Methods Oper. Res. 91 (3) (2020)
Fred Espen Benth, Jukka Lempa
Optimal portfolios in commodity futures markets. Finance Stochastics 18 (2) (2014)
Marcus Eriksson, Jukka Lempa, Trygve Kastberg Nilssen
Swing options in commodity markets: a multidimensional Lévy diffusion model. Math. Methods Oper. Res. 79 (1) (2014)
Jukka Lempa
Optimal stopping with random exercise lag. Math. Methods Oper. Res. 75 (3) (2012)
Jukka Lempa
A note on optimal stopping of diffusions with a two-sided optimal rule. Oper. Res. Lett. 38 (1) (2010)
Jukka Lempa
On infinite horizon optimal stopping of general random walk. Math. Methods Oper. Res. 67 (2) (2008)
Luis H. R. Alvarez, Jukka Lempa
On the Optimal Stochastic Impulse Control of Linear Diffusions. SIAM J. Control. Optim. 47 (2) (2008)