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On infinite horizon optimal stopping of general random walk
Lempa, Jukka - In: Mathematical methods of operations research 67 (2008) 2, pp. 257-268
Persistent link: https://www.econbiz.de/10003681402
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Optimal stopping with random exercise lag
Lempa, Jukka - In: Mathematical methods of operations research 75 (2012) 3, pp. 273-286
Persistent link: https://www.econbiz.de/10009536465
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Swing options in commodity markets : a multidimensional Lévy diffusion model
Eriksson, Marcus; Lempa, Jukka; Nilssen, Trygve Kastberg - In: Mathematical methods of operations research 79 (2014) 1, pp. 31-67
Persistent link: https://www.econbiz.de/10010347962
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Optimal stopping with random exercise lag
Lempa, Jukka - In: Mathematical methods of operations research 75 (2012) 3, pp. 273-287
Persistent link: https://www.econbiz.de/10009978195
Cover Image
On infinite horizon optimal stopping of general random walk
Lempa, Jukka - In: Mathematical methods of operations research 67 (2008) 2, pp. 257-268
Persistent link: https://www.econbiz.de/10007984281