Search Results - "Perkkiö, Ari-Pekka" :: K.UTB vyhledávací portál | TBU Library Retrieval Portal

Optional projection under equivalent local martingale measures

Optional projection under equivalent local martingale measures

by Biagini, Francesca, Mazzon, Andrea, Perkkiö, Ari-Pekka
Published in Finance and stochastics (01.04.2023)

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Journal Article

Convex duality for partial hedging of American options: continuous price processes

Convex duality for partial hedging of American options: continuous price processes

by Perkkiö, Ari-Pekka, Treviño-Aguilar, Erick
Published in Positivity : an international journal devoted to the theory and applications of positivity in analysis (01.07.2023)

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Journal Article

Shadow price of information in discrete time stochastic optimization

Shadow price of information in discrete time stochastic optimization

by Pennanen, Teemu, Perkkiö, Ari-Pekka
Published in Mathematical programming (01.03.2018)

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Journal Article

Michael Selections and Castaing Representations with càdlàg Functions

Michael Selections and Castaing Representations with càdlàg Functions

by Perkkiö, Ari-Pekka, Treviño-Aguilar, Erick
Published in Set-valued and variational analysis (01.03.2023)

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Journal Article

Topological duals of locally convex function spaces

Topological duals of locally convex function spaces

by Pennanen, Teemu, Perkkiö, Ari-Pekka
Published in Positivity : an international journal devoted to the theory and applications of positivity in analysis (01.02.2022)

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Journal Article

Convex duality in optimal investment and contingent claim valuation in illiquid markets

Convex duality in optimal investment and contingent claim valuation in illiquid markets

by Pennanen, Teemu, Perkkiö, Ari-Pekka
Published in Finance and stochastics (01.10.2018)

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Journal Article

Stochastic programs without duality gaps

Stochastic programs without duality gaps

by Pennanen, Teemu, Perkkiö, Ari-Pekka
Published in Mathematical programming (01.12.2012)

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Journal Article Conference Proceeding

The scaling limit of superreplication prices with small transaction costs in the multivariate case

The scaling limit of superreplication prices with small transaction costs in the multivariate case

by Bank, Peter, Dolinsky, Yan, Perkkiö, Ari-Pekka
Published in Finance and stochastics (01.04.2017)

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Journal Article

Optional and Predictable Projections of Normal Integrands and Convex-Valued Processes

Optional and Predictable Projections of Normal Integrands and Convex-Valued Processes

by Kiiski, Matti, Perkkiö, Ari-Pekka
Published in Set-valued and variational analysis (01.06.2017)

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Journal Article

Continuous Essential Selections and Integral Functionals

Continuous Essential Selections and Integral Functionals

by Perkkiö, Ari-Pekka
Published in Set-valued and variational analysis (01.03.2014)

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Journal Article

Duality in Convex Problems of Bolza over Functions of Bounded Variation

Duality in Convex Problems of Bolza over Functions of Bounded Variation

by Pennanen, Teemu, Perkkiö, Ari-Pekka
Published in SIAM journal on control and optimization (01.01.2014)

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Journal Article

Conjugates of integral functionals on continuous functions

Conjugates of integral functionals on continuous functions

by Perkkiö, Ari-Pekka
Published in Journal of mathematical analysis and applications (01.03.2018)

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Journal Article

Dual spaces of cadlag processes

Dual spaces of cadlag processes

by Pennanen, Teemu, Perkkiö, Ari-Pekka
Published in Stochastic processes and their applications (01.03.2023)

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Journal Article

Convex duality in nonlinear optimal transport

Convex duality in nonlinear optimal transport

by Pennanen, Teemu, Perkkiö, Ari-Pekka
Published in Journal of functional analysis (15.08.2019)

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Journal Article

Convex integral functionals of regular processes

Convex integral functionals of regular processes

by Pennanen, Teemu, Perkkiö, Ari-Pekka
Published in Stochastic processes and their applications (01.05.2018)

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Journal Article

Existence of solutions in non-convex dynamic programming and optimal investment

Existence of solutions in non-convex dynamic programming and optimal investment

by Pennanen, Teemu, Perkkiö, Ari-Pekka, Rásonyi, Miklós
Published in Mathematics and financial economics (01.03.2017)

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Journal Article

Dual solutions in convex stochastic optimization

Dual solutions in convex stochastic optimization

by Pennanen, Teemu, Perkkiö, Ari-Pekka
Year of Publication 31.05.2022

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Journal Article

Duality in convex stochastic optimization

Duality in convex stochastic optimization

by Pennanen, Teemu, Perkkiö, Ari-Pekka
Year of Publication 04.05.2022

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Journal Article

Dynamic programming in convex stochastic optimization

Dynamic programming in convex stochastic optimization

by Pennanen, Teemu, Perkkiö, Ari-Pekka
Year of Publication 31.03.2022

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Journal Article

Michael selections and Castaing representations with cadlag functions

Michael selections and Castaing representations with cadlag functions

by Perkkiö, Ari-Pekka, Treviño-Aguilar, Erick
Year of Publication 10.04.2022

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Journal Article