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Keppo, Jussi
14
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13
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8
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5
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3
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1
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European journal of operational research : EJOR
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IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
3
Operations research letters
3
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2
Management science : journal of the Institute for Operations Research and the Management Sciences
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OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES
Bensoussan, Alain
;
Keppo, Jussi
;
Sethi, Sureshp
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 215-236
Persistent link: https://www.econbiz.de/10008227531
Saved in:
2
Impulse control with random reaction periods: A central bank intervention problem
Bensoussan, Alain
;
Long, Hongwei
;
Perera, Sandun
; …
- In:
Operations research letters
40
(
2012
)
6
,
pp. 425-431
Persistent link: https://www.econbiz.de/10010044457
Saved in:
3
Pricing of point-to-point bandwidth contracts
Keppo, Jussi
- In:
Mathematical methods of operations research
61
(
2005
)
2
,
pp. 191-218
Persistent link: https://www.econbiz.de/10006607248
Saved in:
4
Timing of investments in oligopoly under uncertainty: A framework for numerical analysis
Murto, Pauli
;
Näsäkkälä, Erkka
;
Keppo, Jussi
- In:
European journal of operational research : EJOR
157
(
2004
)
2
,
pp. 486-500
Persistent link: https://www.econbiz.de/10006647425
Saved in:
5
Managing electricity market price risk
Vehviläinen, Iivo
;
Keppo, Jussi
- In:
European journal of operational research : EJOR
145
(
2003
)
1
,
pp. 136-147
Persistent link: https://www.econbiz.de/10006652299
Saved in:
6
The impact of delivery lags on irreversible investment under uncertainty
Alvarez, Luis H.R.
;
Keppo, Jussi
- In:
European journal of operational research : EJOR
136
(
2002
)
1
,
pp. 173-180
Persistent link: https://www.econbiz.de/10006656096
Saved in:
7
Pricing of Electricity Swing Options
Keppo, Jussi
- In:
The journal of derivatives : the official publication …
11
(
2004
)
3
,
pp. 26-43
Persistent link: https://www.econbiz.de/10005928611
Saved in:
8
Option pricing for large agents
Jonsson, Mattias
;
Keppo, Jussi
- In:
Applied mathematical finance
9
(
2002
)
4
,
pp. 261-272
Persistent link: https://www.econbiz.de/10008215866
Saved in:
9
Real options and a large producer: the case of electricity markets
Keppo, Jussi
;
Lu, Hao
- In:
Energy economics
25
(
2003
)
5
,
pp. 459-472
Persistent link: https://www.econbiz.de/10007654725
Saved in:
10
A computational scheme for the optimal strategy in an incomplete market
Keppo, Jussi
;
Meng, Xu
;
Sullivan, Michael G.
- In:
Journal of economic dynamics & control
31
(
2007
)
11
,
pp. 3591-3613
Persistent link: https://www.econbiz.de/10007795167
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