On infinite horizon optimal stopping of general random walk. - Jukka Lempa (Math. Methods Oper. Res., 2008)

On the Optimal Stochastic Impulse Control of Linear Diffusions. - Luis H. R. Alvarez; Jukka Lempa (SIAM J. Control. Optim., 2008)

A note on optimal stopping of diffusions with a two-sided optimal rule. - Jukka Lempa (Oper. Res. Lett., 2010)

Optimal stopping with random exercise lag. - Jukka Lempa (Math. Methods Oper. Res., 2012)

Optimal portfolios in commodity futures markets. - Fred Espen Benth; Jukka Lempa (Finance Stochastics, 2014)

Swing options in commodity markets: a multidimensional Lévy diffusion model. - Marcus Eriksson; Jukka Lempa; Trygve Kastberg Nilssen (Math. Methods Oper. Res., 2014)

Some results on optimal stopping under phase-type distributed implementation delay. - Jukka Lempa (Math. Methods Oper. Res., 2020)

Ergodic control of diffusions with random intervention times. - Harto Saarinen; Jukka Lempa (J. Appl. Probab., 2021)