Pekka Matomäki - UTU Research Portal

Pekka Matomäki

pjsila@utu.fi

Publications

Optimal variance stopping with linear diffusions (2020)
- Stochastic Processes and their Applications
Kamille Sofie Tågholt Gad, Pekka Matomäki
(Refereed journal article or data article (A1))
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
(Refereed journal article or data article (A1))
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
(Refereed journal article or data article (A1))
Optimal Stopping of the Maximum Process (2014)
- Journal of Applied Probability
Luis Alvarez Esteban, Pekka Matomäki
(Refereed journal article or data article (A1))
A Dynkin game with asymmetric information (2013)
- Stochastics: An International Journal of Probability and Stochastic Processes
Lempa J, Matomaki P
(Refereed journal article or data article (A1))
On two-sided controls of a linear diffusion (2013) Matomäki Pekka
(Doctoral dissertation (article) (G5))
On solvability of a two-sided singular control problem (2012)
- Mathematical Methods of Operations Research
Matomaki P
(Refereed journal article or data article (A1))