The following pages link to Teemu Pennanen (Q483697):
Displaying 50 items.
- Arbitrage and deflators in illiquid markets (Q483698) (← links)
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
- Solving monotone inclusions with linear multi-step methods. (Q1404232) (← links)
- Convex integral functionals of regular processes (Q1747792) (← links)
- Epi-convergent discretizations of stochastic programs via integration quadratures (Q1770258) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Generalized Mann iterates for constructing fixed points in Hilbert spaces (Q1856930) (← links)
- Variational composition of a monotone operator and a linear mapping with applications to elliptic PDEs with singular coefficients (Q1868674) (← links)
- Stochastic programs without duality gaps (Q1925782) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
- Topological duals of locally convex function spaces (Q2114842) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- Shadow price of information in discrete time stochastic optimization (Q2413091) (← links)
- Convex duality in nonlinear optimal transport (Q2421526) (← links)
- Epi-convergent discretization of the generalized Bolza problem in dynamic optimization (Q2468779) (← links)
- A stochastic programming model for asset liability management of a Finnish pension company (Q2480243) (← links)
- A splitting method for stochastic programs (Q2507416) (← links)
- Dual spaces of cadlag processes (Q2685902) (← links)
- (Q2764703) (← links)
- Erratum: “Convex Duality in Stochastic Optimization and Mathematical Finance” (Q2806829) (← links)
- Reduced form modeling of limit order markets (Q2873532) (← links)
- Convex Duality in Stochastic Optimization and Mathematical Finance (Q2884277) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
- Duality in Convex Problems of Bolza over Functions of Bounded Variation (Q3192130) (← links)
- Hedging of Claims with Physical Delivery under Convex Transaction Costs (Q3563690) (← links)
- Galerkin methods in dynamic stochastic programming (Q3577835) (← links)
- (Q3604334) (← links)
- Graph-distance convergence and uniform local boundedness of monotone mappings (Q4425408) (← links)
- Inexact Variants of the Proximal Point Algorithm without Monotonicity (Q4441938) (← links)
- Dualization of Generalized Equations of Maximal Monotone Type (Q4509738) (← links)
- Graphical convergence of sums of monotone mappings (Q4529672) (← links)
- Stochastic modelling of mortality and financial markets (Q4576865) (← links)
- Convex integral functionals of processes of bounded variation (Q4609981) (← links)
- Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612) (← links)
- Proximal Methods for Cohypomonotone Operators (Q4652557) (← links)
- CALIBRATED OPTION BOUNDS (Q4675929) (← links)
- PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY (Q4686508) (← links)
- A SPLITTING METHOD FOR COMPOSITE MAPPINGS (Q4806006) (← links)
- (Q4936260) (← links)
- Stochastic modeling of assets and liabilities with mortality risk (Q5014494) (← links)
- A STOCHASTIC OIL PRICE MODEL FOR OPTIMAL HEDGING AND RISK MANAGEMENT (Q5066304) (← links)
- Efficient Allocations in Double Auction Markets (Q5085155) (← links)
- Financial Optimization (Q5391743) (← links)
- Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach (Q5430551) (← links)
- (Q5482382) (← links)
- Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity (Q5704069) (← links)
- Epi-Convergent Discretizations of Multistage Stochastic Programs (Q5704220) (← links)
- Convex stochastic optimization. Dynamic programming and duality in discrete time (Q6613255) (← links)
