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Stochastic modeling of assets and liabilities with mortality risk
Alvares Maffra, Sergio; Armstrong, John; Pennanen, Teemu - In: Scandinavian actuarial journal 2021 (2021) 8, pp. 695-725
Persistent link: https://www.econbiz.de/10012653668
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C++ for financial mathematics
Armstrong, John; Armstrong, John - 2017
Persistent link: https://www.econbiz.de/10013548536
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Financial optimization
Pennanen, Teemu - In: Operations research proceedings 2006 : selected papers …, (pp. 113). 2007
Persistent link: https://www.econbiz.de/10003470343
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Arbitrage and deflators in illiquid markets
Pennanen, Teemu - In: Finance and stochastics 15 (2011) 1, pp. 57-83
Persistent link: https://www.econbiz.de/10008824135
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Superhedging in illiquid markets
Pennanen, Teemu - In: Mathematical finance : an international journal of … 21 (2011) 3, pp. 519-540
Persistent link: https://www.econbiz.de/10009156016
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Convex duality in stochastic optimization and mathematical finance
Pennanen, Teemu - In: Mathematics of operations research 36 (2011) 2, pp. 340-362
Persistent link: https://www.econbiz.de/10009162067
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Dual representation of superhedging costs in illiquid markets
Pennanen, Teemu - In: Mathematics and financial economics 5 (2011) 4, pp. 233-248
Persistent link: https://www.econbiz.de/10009549054
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Optimal investment and contingent claim valuation in illiquid markets
Pennanen, Teemu - In: Finance and stochastics 18 (2014) 4, pp. 733-754
Persistent link: https://www.econbiz.de/10010413679
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Efficient allocations in double auction markets
Pennanen, Teemu - In: Mathematics of operations research 47 (2022) 2, pp. 1648-1663
Persistent link: https://www.econbiz.de/10013365337
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British business archives as a research resource for European business history
Armstrong, John - 2018
Persistent link: https://www.econbiz.de/10013179728