Publications by Pennanen, Teemu
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Number of items: 2.
Journal article
Pennanen, Teemu; Perkkioe, Ari-Pekka (2018): Convex duality in optimal investment and contingent claim valuation in illiquid markets. In: Finance and Stochastics, Vol. 22, No. 4: pp. 733-771
Pennanen, Teemu; Perkkioe, Ari-Pekka (2018): Convex integral functionals of regular processes. In: Stochastic Processes and Their Applications, Vol. 128, No. 5: pp. 1652-1677