Teemu Pennanen

Available identifiers

zbMath Open pennanen.teemuMaRDI QIDQ483697

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6178244	2023-09-01	Paper
Dual spaces of cadlag processes	2023-02-23	Paper
Efficient Allocations in Double Auction Markets	2022-06-27	Paper
Dual solutions in convex stochastic optimization	2022-05-31	Paper
Duality in convex stochastic optimization	2022-05-04	Paper
A STOCHASTIC OIL PRICE MODEL FOR OPTIMAL HEDGING AND RISK MANAGEMENT	2022-03-29	Paper
Topological duals of locally convex function spaces	2022-03-15	Paper
Stochastic modeling of assets and liabilities with mortality risk	2021-12-08	Paper
Topological duals of Banach function spaces	2020-08-20	Paper
Convex duality in nonlinear optimal transport	2019-06-17	Paper
Optimal stopping without Snell envelopes	2018-12-10	Paper
PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY	2018-10-10	Paper
Convex duality in optimal investment and contingent claim valuation in illiquid markets	2018-10-08	Paper
Stochastic modelling of mortality and financial markets	2018-07-11	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
Existence of solutions in non-convex dynamic programming and optimal investment	2017-03-07	Paper
Erratum: “Convex Duality in Stochastic Optimization and Mathematical Finance”	2016-05-19	Paper
Optimal investment and contingent claim valuation in illiquid markets	2015-02-06	Paper
Convex duality in optimal investment under illiquidity	2014-12-18	Paper
Arbitrage and deflators in illiquid markets	2014-12-17	Paper
Duality in Convex Problems of Bolza over Functions of Bounded Variation	2014-09-26	Paper
Reduced form modeling of limit order markets	2014-01-24	Paper
Dual representation of superhedging costs in illiquid markets	2013-02-26	Paper
Stochastic programs without duality gaps	2012-12-19	Paper
Convex Duality in Stochastic Optimization and Mathematical Finance	2012-05-24	Paper
SUPERHEDGING IN ILLIQUID MARKETS	2011-06-16	Paper
Financial Optimization	2011-04-07	Paper
Galerkin methods in dynamic stochastic programming	2010-07-26	Paper
Hedging of Claims with Physical Delivery under Convex Transaction Costs	2010-06-01	Paper
https://portal.mardi4nfdi.de/entity/Q3604334	2009-02-24	Paper
Epi-convergent discretizations of multistage stochastic programs via integration quadratures	2008-12-16	Paper
A stochastic programming model for asset liability management of a Finnish pension company	2008-03-31	Paper
Epi-convergent discretization of the generalized Bolza problem in dynamic optimization	2008-01-25	Paper
Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach	2007-12-16	Paper
A splitting method for stochastic programs	2006-10-11	Paper
https://portal.mardi4nfdi.de/entity/Q5482382	2006-08-28	Paper
Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity	2005-11-11	Paper
Epi-Convergent Discretizations of Multistage Stochastic Programs	2005-11-11	Paper
CALIBRATED OPTION BOUNDS	2005-05-06	Paper
Epi-convergent discretizations of stochastic programs via integration quadratures	2005-04-14	Paper
Proximal Methods for Cohypomonotone Operators	2005-02-28	Paper
Inexact Variants of the Proximal Point Algorithm without Monotonicity	2004-01-19	Paper
Graph-distance convergence and uniform local boundedness of monotone mappings	2003-09-10	Paper
Solving monotone inclusions with linear multi-step methods.	2003-08-20	Paper
Variational composition of a monotone operator and a linear mapping with applications to elliptic PDEs with singular coefficients	2003-04-28	Paper
Generalized Mann iterates for constructing fixed points in Hilbert spaces	2003-02-11	Paper
Graphical convergence of sums of monotone mappings	2002-05-06	Paper
https://portal.mardi4nfdi.de/entity/Q2764703	2002-01-14	Paper
A SPLITTING METHOD FOR COMPOSITE MAPPINGS	2002-01-01	Paper
Dualization of Generalized Equations of Maximal Monotone Type	2000-10-19	Paper
https://portal.mardi4nfdi.de/entity/Q4936260	2000-01-27	Paper

Research outcomes over time

Doctoral students

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