Pekka Matomäki


Quantitative Methods in Management (Department of Accounting and Finance)

pjsila@utu.fi







Publications

Optimal variance stopping with linear diffusions (2019)
Stochastic Processes and their Applications
Kamille Sofie Tågholt Gad, Pekka Matomäki
(
A1 Journal article – refereed)

Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (2017)
SIAM Journal on Control and Optimization
Luis H. R. Alvarez E., Pekka Matomäki
(
A1 Journal article – refereed)

A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions (2014)
SIAM Journal on Control and Optimization
Luis Alvarez Esteban, Pekka Matomäki, Teppo Rakkolainen
(
A1 Journal article – refereed)

Optimal Stopping of the Maximum Process (2014)
Journal of Applied Probability
Luis Alvarez Esteban, Pekka Matomäki
(
A1 Journal article – refereed)

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

On two-sided controls of a linear diffusion (2013) Matomäki Pekka
(
G5 Doctoral dissertation (article))

On solvability of a two-sided singular control problem (2012)
Mathematical Methods of Operations Research
Matomaki P
(
A1 Journal article – refereed)


Last updated on 2018-26-12 at 01:21