Details about Jukka Lempa

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Short-id: ple798

Working Papers

2013

1. Swing options in commodity markets: A multidimensional L\'evy diffusion model
   Papers, arXiv.org View citations (2)
   See also Journal Article Swing options in commodity markets: a multidimensional Lévy diffusion model, Mathematical Methods of Operations Research, Springer (2014) View citations (2) (2014)

2012

2. Optimal portfolios in commodity futures markets
   Papers, arXiv.org View citations (1)
   See also Journal Article Optimal portfolios in commodity futures markets, Finance and Stochastics, Springer (2014) View citations (7) (2014)

2009

3. Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities?
   Discussion Papers, Aboa Centre for Economics

2008

4. The Optimal Stopping Problem of Dupuis and Wang: A Generalization
   Discussion Papers, Aboa Centre for Economics

2006

5. On Infinite Horizon Optimal Stopping of General Random Walk
   Discussion Papers, Aboa Centre for Economics
   See also Journal Article On infinite horizon optimal stopping of general random walk, Mathematical Methods of Operations Research, Springer (2008) View citations (1) (2008)

Journal Articles

2014

1. Optimal portfolios in commodity futures markets
   Finance and Stochastics, 2014, 18, (2), 407-430 View citations (7)
   See also Working Paper Optimal portfolios in commodity futures markets, Papers (2012) View citations (1) (2012)
2. Swing options in commodity markets: a multidimensional Lévy diffusion model
   Mathematical Methods of Operations Research, 2014, 79, (1), 31-67 View citations (2)
   See also Working Paper Swing options in commodity markets: A multidimensional L\'evy diffusion model, Papers (2013) View citations (2) (2013)

2012

3. Optimal stopping with random exercise lag
   Mathematical Methods of Operations Research, 2012, 75, (3), 273-286 View citations (7)

2008

4. On infinite horizon optimal stopping of general random walk
   Mathematical Methods of Operations Research, 2008, 67, (2), 257-268 View citations (1)
   See also Working Paper On Infinite Horizon Optimal Stopping of General Random Walk, Discussion Papers (2006) (2006)