Ari-Pekka Perkkiö

Available identifiers

zbMath Open perkkio.ari-pekkaMaRDI QIDQ456982

List of research outcomes

Publication	Date of Publication	Type
Convex stochastic optimization. Dynamic programming and duality in discrete time	2024-10-02	Paper
https://portal.mardi4nfdi.de/entity/Q6178244	2023-09-01	Paper
Convex duality for partial hedging of American options: continuous price processes	2023-07-06	Paper
Michael selections and Castaing representations with càdlàg functions	2023-04-19	Paper
Optional projection under equivalent local martingale measures	2023-04-12	Paper
Dual spaces of cadlag processes	2023-02-23	Paper
Dual solutions in convex stochastic optimization	2022-05-31	Paper
Duality in convex stochastic optimization	2022-05-04	Paper
Michael selections and Castaing representations with cadlag functions	2022-04-10	Paper
Topological duals of locally convex function spaces	2022-03-15	Paper
Topological duals of Banach function spaces	2020-08-20	Paper
Convex duality in nonlinear optimal transport	2019-06-17	Paper
Convex integral functionals of cadlag processes	2018-12-10	Paper
Optimal stopping without Snell envelopes	2018-12-10	Paper
Convex duality in optimal investment and contingent claim valuation in illiquid markets	2018-10-08	Paper
Duality and optimality conditions in stochastic optimization and mathematical finance	2018-05-23	Paper
Convex integral functionals of regular processes	2018-04-27	Paper
Shadow price of information in discrete time stochastic optimization	2018-04-06	Paper
Convex integral functionals of processes of bounded variation	2018-03-27	Paper
Dual spaces of cadlag processes	2018-03-02	Paper
Conjugates of integral functionals on continuous functions	2017-12-12	Paper
Optional and predictable projections of normal integrands and convex-valued processes	2017-06-27	Paper
The scaling limit of superreplication prices with small transaction costs in the multivariate case	2017-04-13	Paper
Existence of solutions in non-convex dynamic programming and optimal investment	2017-03-07	Paper
Duality in Convex Problems of Bolza over Functions of Bounded Variation	2014-09-26	Paper
Continuous essential selections and integral functionals	2014-09-26	Paper
Stochastic programs without duality gaps for objectives without a lower bound	2014-08-22	Paper
Stochastic programs without duality gaps	2012-12-19	Paper

Research outcomes over time

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