Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
Liability-driven investment in risk management
Aro, Helena; Pennanen, Teemu - In: Optimal financial decision making under uncertainty, (pp. 121-136). 2017
Persistent link: https://www.econbiz.de/10011558444
Cover Image
Calibrated option bounds
King, Alan J.; Koivu, Matti; Pennanen, Teemu - In: International journal of theoretical and applied finance 8 (2005) 2, pp. 141-159
Persistent link: https://www.econbiz.de/10002679452
Cover Image
Existence of solutions in non-convex dynamic programming and optimal investment
Pennanen, Teemu; Perkkiö, Ari-Pekka; Rásonyi, Miklós - In: Mathematics and financial economics 11 (2017) 2, pp. 173-188
Persistent link: https://www.econbiz.de/10011900537