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SPEPS » List of Authors » Pennanen, Teemu

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Pennanen, Teemu

11 Entries available
Volume 2012
Nr. 7
Pennanen, Teemu:
Introduction to convex optimization in financial markets
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Volume 2011
Nr. 1
Pennanen, Teemu; Perkkiö, Ari-Pekka:
Stochastic programs without duality gaps
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Volume 2010
Nr. 4
Pennanen, Teemu:
Convex duality in stochastic programming and mathematical finance
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Volume 2004
Nr. 19
Pennanen, Teemu:
Epi-convergent discretizations of multistage stochastic programs via integration quadratures
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Volume 2004
Nr. 14
King, Alan J.:
Arbitrage pricing of American contingent claims in incomplete markets - a convex optimization approach
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Volume 2004
Nr. 3
Pennanen, Teemu:
Epi-convergent discretizations of multistage stochastic programs
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Volume 2003
Nr. 16
Koivu, Matti:
Epi-convergent discretizations of stochastic programs via integration quadratures
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Volume 2003
Nr. 9
Hilli, Petri; Koivu, Matti; Pennanen, Teemu; Ranne, Antero:
A stochastic programming model for asset liability management of a Finnish pension company
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Volume 2003
Nr. 5
King, Alan J.; Koivu, Matti; Pennanen, Teemu:
Calibrated option bounds
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Volume 2002
Nr. 11
Pennanen, Teemu; Koivu, Matti:
Integration quadratures in discretization of stochastic programs
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Volume 2002
Nr. 3
Kallio, Markku:
A splitting method for stochastic programs
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