Jukka Lempa


Assistant Professor, Applied Mathematics (Department of Mathematics and Statistics)

jukka.lempa@utu.fi
+358 29 450 4309
+358 50 326 3035

Vesilinnantie 5
Turku





Publications

A class of solvable multiple entry problems with forced exits (2017)
Applied Mathematics and Optimization
Lempa Jukka
(
A1 Journal article – refereed)

Resolvent-Techniques for Multiple Exercise Problems (2015) Sören Christensen, Jukka Lempa
(
A1 Journal article – refereed)

Bounded variation control of Itô diffusions with exogenously restricted intervention times (2014)
Advances in Applied Probability
Jukka Lempa
(
A1 Journal article – refereed)

Mathematics of Swing Options: A Survey (2014) Quantitative Energy Finance Jukka Lempa
(
A3 Book chapter)

Optimal portfolios in commodity futures markets (2014) Fred Espen Benth, Jukka Lempa
(
A1 Journal article – refereed)

Swing options in commodity markets: a multidimensional Lévy diffusion model (2014)
Mathematical Methods of Operations Research
Marcus Eriksson, Jukka Lempa, Trygve Kastberg Nilssen
(
A1 Journal article – refereed)

A Dynkin game with asymmetric information (2013)
Stochastics: An International Journal of Probability and Stochastic Processes
Jukka Lempa, Pekka Matomäki
(
A1 Journal article – refereed)

Optimal stopping with information constraint (2012)
Applied Mathematics and Optimization
Jukka Lempa
(
A1 Journal article – refereed)

Optimal stopping with random exercise lag (2012)
Mathematical Methods of Operations Research
Jukka Lempa
(
A1 Journal article – refereed)

On the optimal exercise of swing options in electricity markets (2011)
Journal of Energy Markets
Fred Espen Benth, Jukka Lempa, Trygve Kastberg NIlssen
(
A1 Journal article – refereed)

A note on optimal stopping of diffusions with a two-sided optimal rule (2010)
Operations Research Letters
Jukka Lempa
(
A1 Journal article – refereed)

On infinite horizon optimal stopping of general random walk (2008) Jukka Lempa
(
A1 Journal article – refereed)

On the Optimal Stochastic Impulse Control of Linear Diffusions (2008)
SIAM Journal on Control and Optimization
Luis H.R. Alvarez Esteban, Jukka Lempa
(
A1 Journal article – refereed)

A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation (2006)
Economic Theory
Luis H.R. Alvarez Esteban, Jukka Virtanen
(
A1 Journal article – refereed)


Last updated on 2019-20-07 at 02:19