Łukasz Stettner

Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay

Jan Palczewski, Łukasz Stettner · SIAM Journal on Control and Optimization · 2010 · 36 citations

Engineering, Mathematics, Discrete Mathematics +16

Option Pricing in Discrete‐Time Incomplete Market Models

Łukasz Stettner · Mathematical Finance · 2000 · 29 citations

Business, Economics, Finance +15

On impulsive control with long run average cost criterion

Łukasz Stettner · Studia Mathematica · 1983 · 29 citations · Full text

Natural Sciences, Mathematics, Dynamical Systems +13

On the compactness method in general ergodic impulsive control of markov processes

Dariusz Gątarek, Łukasz Stettner · Stochastics and stochastics reports · 1990 · 27 citations

Natural Sciences, Mathematics, Dynamical Systems +16

Option pricing in the CRR model with proportional transaction costs: a cone transformation approach

Łukasz Stettner · Applicationes Mathematicae · 1997 · 26 citations · Full text

Business, Economics, Finance +13