Jukka Lempa

According to our database, Jukka Lempa authored at least 8 papers between 2008 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Ergodic control of diffusions with random intervention times.

Harto Saarinen, Jukka Lempa

J. Appl. Probab., 2021

2020

Some results on optimal stopping under phase-type distributed implementation delay.

Jukka Lempa

Math. Methods Oper. Res., 2020

2014

Swing options in commodity markets: a multidimensional Lévy diffusion model.

Marcus Eriksson, Jukka Lempa, Trygve Kastberg Nilssen

Math. Methods Oper. Res., 2014

Optimal portfolios in commodity futures markets.

Fred Espen Benth, Jukka Lempa

Finance Stochastics, 2014

2012

Optimal stopping with random exercise lag.

Jukka Lempa

Math. Methods Oper. Res., 2012

2010

A note on optimal stopping of diffusions with a two-sided optimal rule.

Jukka Lempa

Oper. Res. Lett., 2010

2008

On the Optimal Stochastic Impulse Control of Linear Diffusions.

Luis H. R. Alvarez, Jukka Lempa

SIAM J. Control. Optim., 2008

On infinite horizon optimal stopping of general random walk.

Jukka Lempa

Math. Methods Oper. Res., 2008