Teppo A. Rakkolainen

Publication Activity (10 Years)

Years Active: 2009-2014
Publications (10 Years): 0

Top Topics

Brownian Motion

Optimal Stopping

Top Venues

SIAM J. Control. Optim.

Publications

Luis H. R. Alvarez, Pekka Matomäki, Teppo A. Rakkolainen
A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions. SIAM J. Control. Optim. 52 (4) (2014)
Luis H. R. Alvarez, Teppo A. Rakkolainen
Optimal payout policy in presence of downside risk. Math. Methods Oper. Res. 69 (1) (2009)