| Stochastic programs without duality gaps T Pennanen, AP Perkkiö Mathematical Programming 136 (1), 91-110, 2012 | 38 | 2012 |
| Convex duality in nonlinear optimal transport T Pennanen, AP Perkkiö Journal of Functional Analysis 277 (4), 1029-1060, 2019 | 12 | 2019 |
| Existence of solutions in non-convex dynamic programming and optimal investment T Pennanen, AP Perkkiö, M Rásonyi Mathematics and Financial Economics 11, 173-188, 2017 | 11 | 2017 |
| Optimal stopping without Snell envelopes T Pennanen, AP Perkkiö arXiv preprint arXiv:1812.04112, 2018 | 10 | 2018 |
| The scaling limit of superreplication prices with small transaction costs in the multivariate case P Bank, Y Dolinsky, AP Perkkiö Finance and Stochastics 21 (2), 487-508, 2017 | 10 | 2017 |
| Duality and optimality conditions in stochastic optimization and mathematical finance S Biagini, T Pennanen, AP Perkkiö arXiv preprint arXiv:1504.06683, 2015 | 10 | 2015 |
| Convex integral functionals of regular processes T Pennanen, AP Perkkiö Stochastic Processes and their Applications 128 (5), 1652-1677, 2018 | 9 | 2018 |
| Duality in convex problems of Bolza over functions of bounded variation T Pennanen, AP Perkkio SIAM Journal on Control and Optimization 52 (3), 1481-1498, 2014 | 9 | 2014 |
| Convex duality in optimal investment and contingent claim valuation in illiquid markets T Pennanen, AP Perkkiö Finance and Stochastics 22 (4), 733-771, 2018 | 8 | 2018 |
| Conjugates of integral functionals on continuous functions AP Perkkioe Journal of Mathematical Analysis and Applications 459 (1), 124-134, 2018 | 7 | 2018 |
| Stochastic programs without duality gaps for objectives without a lower bound AP Perkkiö arXiv preprint arXiv:1408.5270, 2014 | 7 | 2014 |
| Continuous essential selections and integral functionals AP Perkkiö Set-Valued and Variational Analysis 22, 45-58, 2014 | 7 | 2014 |
| Optional projection under equivalent local martingale measures F Biagini, A Mazzon, AP Perkkiö Finance and Stochastics 27 (2), 435-465, 2023 | 6 | 2023 |
| Optional and predictable projections of normal integrands and convex-valued processes M Kiiski, AP Perkkiö Set-Valued and Variational Analysis 25, 313-332, 2017 | 6 | 2017 |
| Topological duals of locally convex function spaces T Pennanen, AP Perkkiö Positivity 26 (1), 2, 2022 | 5 | 2022 |
| Shadow price of information in discrete time stochastic optimization T Pennanen, AP Perkkiö Mathematical Programming 168, 347-367, 2018 | 5 | 2018 |
| Convex integral functionals of cadlag processes AP Perkkiö, E Trevino-Aguilar arXiv preprint arXiv:1812.04086, 2018 | 4 | 2018 |
| Convex integral functionals of processes of bounded variation T Pennanen, AP Perkkiö arXiv preprint arXiv:1605.07939, 2016 | 4 | 2016 |
| Non-convex dynamic programming and optimal investment T Penannen, AP Perkkiö, M Rásonyi arXiv preprint arXiv:1504.01903, 2015 | 4 | 2015 |
| Dual spaces of cadlag processes T Pennanen, AP Perkkiö Stochastic Processes and their Applications 157, 69-93, 2023 | 2 | 2023 |
Teemu PennanenProfessor of Financial Mathematics, King's College London在 kcl.ac.uk 的电子邮件经过验证
