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Anzahl der Publikationen: 19
Zeitschriftenartikel
Perkkiö, Ari-Pekka 
ORCID: https://orcid.org/0000-0002-9787-0330 und Pennanen, Teemu
(2023):
Dynamic Programming in Convex Stochastic Optimization.
In: Journal of Convex Analysis, Bd. 30, Nr. 4: S. 1241-1283
ORCID: https://orcid.org/0000-0002-9787-0330 und Pennanen, Teemu
(2023):
Dynamic Programming in Convex Stochastic Optimization.
In: Journal of Convex Analysis, Bd. 30, Nr. 4: S. 1241-1283
Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330 und Treviño-Aguilar, Erick ORCID: https://orcid.org/0000-0002-2543-8469
(2023):
Convex duality for partial hedging of American options: continuous price processes.
In: Positivity, Bd. 27, 40
[PDF, 396kB]
ORCID: https://orcid.org/0000-0002-9787-0330 und Treviño-Aguilar, Erick ORCID: https://orcid.org/0000-0002-2543-8469
(2023):
Convex duality for partial hedging of American options: continuous price processes.
In: Positivity, Bd. 27, 40
[PDF, 396kB]
Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330 und Treviño-Aguilar, Erick ORCID: https://orcid.org/0000-0002-2543-8469
(2023):
Michael Selections and Castaing Representations with càdlàg Functions.
In: Set-Valued and Variational Analysis, Bd. 31, 12
[PDF, 1MB]
ORCID: https://orcid.org/0000-0002-9787-0330 und Treviño-Aguilar, Erick ORCID: https://orcid.org/0000-0002-2543-8469
(2023):
Michael Selections and Castaing Representations with càdlàg Functions.
In: Set-Valued and Variational Analysis, Bd. 31, 12
[PDF, 1MB]
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2023):
Dual spaces of cadlag processes.
In: Stochastic Processes and their Applications, Bd. 157: S. 69-93
ORCID: https://orcid.org/0000-0002-9787-0330
(2023):
Dual spaces of cadlag processes.
In: Stochastic Processes and their Applications, Bd. 157: S. 69-93
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2023):
Optional projection under equivalent local martingale measures.
In: Finance and Stochastics, Bd. 27, Nr. 2: S. 435-465
[PDF, 1MB]
ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2023):
Optional projection under equivalent local martingale measures.
In: Finance and Stochastics, Bd. 27, Nr. 2: S. 435-465
[PDF, 1MB]
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2022):
Topological duals of locally convex function spaces.
In: Positivity, Bd. 26, Nr. 1
[PDF, 498kB]
ORCID: https://orcid.org/0000-0002-9787-0330
(2022):
Topological duals of locally convex function spaces.
In: Positivity, Bd. 26, Nr. 1
[PDF, 498kB]
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2020):
Optimal Stopping Without Snell Envelopes.
In: Proceedings of the American Mathematical Society, Bd. 152, Nr. 4
ORCID: https://orcid.org/0000-0002-9787-0330
(2020):
Optimal Stopping Without Snell Envelopes.
In: Proceedings of the American Mathematical Society, Bd. 152, Nr. 4
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2019):
Convex duality in nonlinear optimal transport.
In: Journal of Functional Analysis, Bd. 277, Nr. 4: S. 1029-1060
ORCID: https://orcid.org/0000-0002-9787-0330
(2019):
Convex duality in nonlinear optimal transport.
In: Journal of Functional Analysis, Bd. 277, Nr. 4: S. 1029-1060
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2018):
Convex duality in optimal investment and contingent claim valuation in illiquid markets.
In: Finance and Stochastics, Bd. 22, Nr. 4: S. 733-771
ORCID: https://orcid.org/0000-0002-9787-0330
(2018):
Convex duality in optimal investment and contingent claim valuation in illiquid markets.
In: Finance and Stochastics, Bd. 22, Nr. 4: S. 733-771
Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330 und Pennanen, Teemu
(2018):
Convex integral functionals of processes of bounded variation.
In: Journal of Convex Analysis, Bd. 25, Nr. 1: S. 161-179
ORCID: https://orcid.org/0000-0002-9787-0330 und Pennanen, Teemu
(2018):
Convex integral functionals of processes of bounded variation.
In: Journal of Convex Analysis, Bd. 25, Nr. 1: S. 161-179
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2018):
Shadow price of information in discrete time stochastic optimization.
In: Mathematical Programming, Bd. 168, Nr. 1-2: S. 347-367
[PDF, 503kB]
ORCID: https://orcid.org/0000-0002-9787-0330
(2018):
Shadow price of information in discrete time stochastic optimization.
In: Mathematical Programming, Bd. 168, Nr. 1-2: S. 347-367
[PDF, 503kB]
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2018):
Convex integral functionals of regular processes.
In: Stochastic Processes and Their Applications, Bd. 128, Nr. 5: S. 1652-1677
ORCID: https://orcid.org/0000-0002-9787-0330
(2018):
Convex integral functionals of regular processes.
In: Stochastic Processes and Their Applications, Bd. 128, Nr. 5: S. 1652-1677
Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2018):
Conjugates of integral functionals on continuous functions.
In: Journal of Mathematical Analysis and Applications, Bd. 459, Nr. 1: S. 124-134
ORCID: https://orcid.org/0000-0002-9787-0330
(2018):
Conjugates of integral functionals on continuous functions.
In: Journal of Mathematical Analysis and Applications, Bd. 459, Nr. 1: S. 124-134
Kiiski, Matti und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2017):
Optional and Predictable Projections of Normal Integrands and Convex-Valued Processes.
In: Set-Valued and Variational Analysis, Bd. 25, Nr. 2: S. 313-332
ORCID: https://orcid.org/0000-0002-9787-0330
(2017):
Optional and Predictable Projections of Normal Integrands and Convex-Valued Processes.
In: Set-Valued and Variational Analysis, Bd. 25, Nr. 2: S. 313-332
Pennanen, Teemu; Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330 und Rásonyi, Miklós
(2017):
Existence of solutions in non-convex dynamic programming and optimal investment.
In: Mathematics and Financial Economics, Bd. 11, Nr. 2: S. 173-188
ORCID: https://orcid.org/0000-0002-9787-0330 und Rásonyi, Miklós
(2017):
Existence of solutions in non-convex dynamic programming and optimal investment.
In: Mathematics and Financial Economics, Bd. 11, Nr. 2: S. 173-188
Bank, Peter; Dolinsky, Yan und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2017):
The scaling limit of superreplication prices with small transaction costs in the multivariate case.
In: Finance and Stochastics, Bd. 21, Nr. 2: S. 487-508
ORCID: https://orcid.org/0000-0002-9787-0330
(2017):
The scaling limit of superreplication prices with small transaction costs in the multivariate case.
In: Finance and Stochastics, Bd. 21, Nr. 2: S. 487-508
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2014):
Duality in Convex Problems of Bolza over Functions of Bounded Variation.
In: SIAM Journal on Control and Optimization, Bd. 52, Nr. 3: S. 1481-1498
ORCID: https://orcid.org/0000-0002-9787-0330
(2014):
Duality in Convex Problems of Bolza over Functions of Bounded Variation.
In: SIAM Journal on Control and Optimization, Bd. 52, Nr. 3: S. 1481-1498
Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2014):
Continuous Essential Selections and Integral Functionals.
In: Set-Valued and Variational Analysis, Bd. 22, Nr. 1: S. 45-58
ORCID: https://orcid.org/0000-0002-9787-0330
(2014):
Continuous Essential Selections and Integral Functionals.
In: Set-Valued and Variational Analysis, Bd. 22, Nr. 1: S. 45-58
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2012):
Stochastic programs without duality gaps.
In: Mathematical Programming, Bd. 136, Nr. 1: S. 91-110
ORCID: https://orcid.org/0000-0002-9787-0330
(2012):
Stochastic programs without duality gaps.
In: Mathematical Programming, Bd. 136, Nr. 1: S. 91-110