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Ari-Pekka Perkkiö

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Journal Articles

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2018
[j5]
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Teemu Pennanen, Ari-Pekka Perkkiö:
Convex duality in optimal investment and contingent claim valuation in illiquid markets. Finance Stochastics 22(4): 733-771 (2018)
[j4]
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Teemu Pennanen, Ari-Pekka Perkkiö:
Shadow price of information in discrete time stochastic optimization. Math. Program. 168(1-2): 347-367 (2018)
2017
[j3]
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Peter Bank, Yan Dolinsky, Ari-Pekka Perkkiö:
The scaling limit of superreplication prices with small transaction costs in the multivariate case. Finance Stochastics 21(2): 487-508 (2017)
2014
[j2]
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Teemu Pennanen, Ari-Pekka Perkkiö:
Duality in Convex Problems of Bolza over Functions of Bounded Variation. SIAM J. Control. Optim. 52(3): 1481-1498 (2014)
2012
[j1]
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Teemu Pennanen, Ari-Pekka Perkkiö:
Stochastic programs without duality gaps. Math. Program. 136(1): 91-110 (2012)

Informal and Other Publications

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2011
[i1]
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  - journals/corr/abs-1105-0934
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Teemu Pennanen, Ari-Pekka Perkkiö:
Stochastic programs without duality gaps. CoRR abs/1105.0934 (2011)

Coauthor Index

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