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2. A framework for modelling cash flow lags. (2021). Song, Han-Suck ; Armerin, Fredrik.
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4. Some results on optimal stopping under phase-type distributed implementation delay. (2020). Lempa, Jukka.
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5. A framework for modelling cash flow lags. (2020). Song, Han-Suck ; Armerin, Fredrik.
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6. On the problems of sequential statistical inference for Wiener processes with delayed observations. (2020). Gapeev, Pavel V.
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1. Cooperation, Correlation and Competition in Ergodic $N$-Player Games and Mean-Field Games of Singular Controls: A Case Study. (2024). Ferrari, Giorgio ; Cannerozzi, Federico.
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2. Cooperation, Correlation and Competition in Ergodic $N$-player Games and Mean-field Games of Singular Controls: A Case Study. (2024). Ferrari, Giorgio ; Cannerozzi, Federico.
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3. Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls. (2023). Dianetti, Jodi ; Ferrari, Giorgio.
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4. Exit game with private information. (2023). Palczewski, Jan ; Kwon, Dharma H.
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5. The absence of attrition in a war of attrition under complete information. (2022). Kim, Youngsoo ; Georgiadis, George ; Kwon, Dharma H.
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6. Investment in the common good: free rider effect and the stability of mixed strategy equilibria. (2022). Kim, Youngsoo ; Kwon, Dharma H.
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7. Optimal switch from a fossil-fueled to an electric vehicle. (2021). Falbo, Paolo ; Schmeck, Maren Diane ; Rizzini, Giorgio ; Ferrari, Giorgio.
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8. Stationary Discounted and Ergodic Mean Field Games of Singular Control. (2021). Dianetti, Jodi ; Cao, Haoyang ; Ferrari, Giorgio.
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9. On an Irreversible Investment Problem with Two-Factor Uncertainty. (2021). Ferrari, Giorgio ; Dammann, Felix.
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10. The Absence of Attrition in a War of Attrition under Complete Information. (2021). Kim, Youngsoo ; Georgiadis, George ; Kwon, Dharma H.
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11. Stationary Discounted and Ergodic Mean Field Games of Singular Control. (2021). Dianetti, Jodi ; Cao, Haoyang ; Ferrari, Giorgio.
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12. On an Irreversible Investment Problem with Two-Factor Uncertainty. (2021). Ferrari, Giorgio ; Dammann, Felix.
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13. Some results on optimal stopping under phase-type distributed implementation delay. (2020). Lempa, Jukka.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:91:y:2020:i:3:d:10.1007_s00186-019-00694-6.

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14. Optimal switch from a fossil-fueled to an electric vehicle. (2020). Falbo, Paolo ; Schmeck, Maren Diane ; Rizzini, Giorgio ; Ferrari, Giorgio.
    In: Papers.
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15. Acquisition of Project-Specific Assets with Bayesian Updating. (2019). Lippman, Steven A ; Kwon, Dharma H.
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16. Impact of Bayesian Learning and Externalities on Strategic Investment. (2016). Xu, Wenxin ; Muthulingam, Suresh ; Kwon, Dharma H ; Agrawal, Anupam.
    In: Management Science.
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17. Real Options and Threshold Strategies. (2015). Slastnikov, Alexander ; Arkin, Vadim.
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18. Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time. (2014). Stockbridge, R..
    In: Metrika: International Journal for Theoretical and Applied Statistics.
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19. Optimal stopping time with stochastic volatility. (2014). Xu, Shuang ; Zhang, Ran.
    In: Economic Modelling.
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20. A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions. (2013). Alvarez, Luis ; Rakkolainen, Teppo A. ; Matomaki, Pekka ; Luis H. R. Alvarez E., .
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21. Optimal stopping with random exercise lag. (2012). Lempa, Jukka.
    In: Mathematical Methods of Operations Research.
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22. The solution of discretionary stopping problems with applications to the optimal timing of investment decisions. (2012). Johnson, Timothy C..
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23. Acquisition of Project-Specific Assets with Bayesian Updating. (2011). Lippman, Steven A ; Kwon, Dharma H.
    In: Operations Research.
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24. A Model for Optimally Advertising and Launching a Product. (2011). Lon, Pui Chan ; Zervos, Mihail.
    In: Mathematics of Operations Research.
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25. Corporate Debt Value with Switching Tax Benefits and Payouts. (2011). Mancino, Maria Elvira ; Barsotti, Flavia ; Pontier, Monique.
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26. Harvesting and recovery decisions under uncertainty. (2010). Shackleton, Mark ; Sodal, Sigbjorn.
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27. The Optimal Stopping Problem of Dupuis and Wang: A Generalization. (2008). Lempa, Jukka.
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28. On infinite horizon optimal stopping of general random walk. (2008). Lempa, Jukka.
    In: Mathematical Methods of Operations Research.
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29. On Infinite Horizon Optimal Stopping of General Random Walk. (2006). Lempa, Jukka.
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30. A Class of Solvable Stopping Games. (2006). Alvarez, Luis ; Luis H. R. Alvarez E., .
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31. Does risk aversion accelerate optimal forest rotation under uncertainty?. (2006). Alvarez, Luis ; Koskela, Erkki ; Alvarez, Luis H. R., .
    In: Journal of Forest Economics.
    RePEc:eee:foreco:v:12:y:2006:i:3:p:171-184.

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32. Wicksellian theory of forest rotation under interest rate variability. (2005). Alvarez, Luis ; Koskela, Erkki ; Alvarez, Luis H. R., .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:3:p:529-545.

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33. Does Risk Aversion Accelerate Optimal Forest Rotation under Uncertainty?. (2004). Alvarez, Luis ; Luis H. R. Alvarez, ; Koskela, Erkki.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1285.

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34. Taxation and Rotation Age under Stochastic Forest Stand Value. (2004). Alvarez, Luis ; Luis H. R. Alvarez, ; Koskela, Erkki.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1211.

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35. On Forest Rotation Under Interest Rate Variability. (2003). Alvarez, Luis ; Luis H. R. Alvarez, ; Koskela, Erkki.
    In: Discussion Papers.
    RePEc:rif:dpaper:840.

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36. On the optimal stopping problem for one-dimensional diffusions. (2003). Dayanik, Savas ; Karatzas, Ioannis.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:107:y:2003:i:2:p:173-212.

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37. Wicksellian Theory of Forest Rotation under Interest Rate Variability. (2001). Alvarez, Luis ; Koskela, Erkki ; Alvarez, Luis H. R., .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_606.

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