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Ari-Pekka Perkki\"o

Identifiers

  • name variant Ari-Pekka Perkki\"o 0.60 · backfill

Papers (16)

  1. Optimal stopping without Snell envelopes math.OC · 2018 · author #2
  2. Convex integral functionals of cadlag processes math.OC · 2018 · author #1
  3. Convex duality in nonlinear optimal transport math.PR · 2017 · author #2
  4. Conjugates of integral functionals on continuous functions math.FA · 2017 · author #1
  5. Convex integral functionals of processes of bounded variation math.OC · 2016 · author #2
  6. Convex duality in optimal investment and contingent claim valuation in illiquid markets q-fin.MF · 2016 · author #2
  7. Shadow price of information in discrete time stochastic optimization math.OC · 2016 · author #2
  8. The Scaling Limit of Superreplication Prices with Small Transaction Costs in the Multivariate Case math.PR · 2015 · author #3
  9. Convex integral functionals of regular processes math.PR · 2015 · author #2
  10. Optional and predictable projections of normal integrands and convex-valued processes math.PR · 2015 · author #2
  11. Duality and optimality conditions in stochastic optimization and mathematical finance math.OC · 2015 · author #3
  12. Non-convex dynamic programming and optimal investment math.OC · 2015 · author #2
  13. Stochastic programs without duality gaps for objectives without a lower bound math.PR · 2014 · author #1
  14. Duality in convex problems of Bolza over functions of bounded variation math.OC · 2013 · author #2
  15. Continuous essential selections and integral functionals math.OC · 2013 · author #1
  16. Stochastic programs without duality gaps math.OC · 2011 · author #2

Mentions

  • 1510.04537 #3 · backfill · confidence 0.70 Ari-Pekka Perkki\"o
  • 1508.04609 #2 · backfill · confidence 0.70 Ari-Pekka Perkki\"o
  • 1508.02176 #2 · backfill · confidence 0.70 Ari-Pekka Perkki\"o
  • 1105.0934 #2 · arxiv_oai · confidence 0.70 Ari-Pekka Perkki\"o
  • 1504.06683 #3 · backfill · confidence 0.70 Ari-Pekka Perkki\"o
  • 1504.01903 #2 · backfill · confidence 0.70 Ari-Pekka Perkki\"o
  • 1408.5270 #1 · backfill · confidence 0.70 Ari-Pekka Perkki\"o
  • 1309.2121 #2 · backfill · confidence 0.70 Ari-Pekka Perkki\"o
  • 1308.4787 #1 · backfill · confidence 0.70 Ari-Pekka Perkki\"o
  • 1105.0934 #2 · backfill · confidence 0.70 Ari-Pekka Perkki\"o

Frequent Coauthors