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Zeitschriftenartikel
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]
Paper
Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330 und Treviño-Aguilar, Erick ORCID: https://orcid.org/0000-0002-2543-8469
(2018):
Convex integral functionals of cadlag processes.
ORCID: https://orcid.org/0000-0002-9787-0330 und Treviño-Aguilar, Erick ORCID: https://orcid.org/0000-0002-2543-8469
(2018):
Convex integral functionals of cadlag processes.