Ari-Pekka Perkki\"o
Identifiers
- name variant Ari-Pekka Perkki\"o 0.60 · backfill
Papers (16)
- Optimal stopping without Snell envelopes math.OC · 2018 · author #2
- Convex integral functionals of cadlag processes math.OC · 2018 · author #1
- Convex duality in nonlinear optimal transport math.PR · 2017 · author #2
- Conjugates of integral functionals on continuous functions math.FA · 2017 · author #1
- Convex integral functionals of processes of bounded variation math.OC · 2016 · author #2
- Convex duality in optimal investment and contingent claim valuation in illiquid markets q-fin.MF · 2016 · author #2
- Shadow price of information in discrete time stochastic optimization math.OC · 2016 · author #2
- The Scaling Limit of Superreplication Prices with Small Transaction Costs in the Multivariate Case math.PR · 2015 · author #3
- Convex integral functionals of regular processes math.PR · 2015 · author #2
- Optional and predictable projections of normal integrands and convex-valued processes math.PR · 2015 · author #2
- Duality and optimality conditions in stochastic optimization and mathematical finance math.OC · 2015 · author #3
- Non-convex dynamic programming and optimal investment math.OC · 2015 · author #2
- Stochastic programs without duality gaps for objectives without a lower bound math.PR · 2014 · author #1
- Duality in convex problems of Bolza over functions of bounded variation math.OC · 2013 · author #2
- Continuous essential selections and integral functionals math.OC · 2013 · author #1
- 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
- Teemu Pennanen 9 shared papers
- Erick Trevi\~no-Aguilar 1 shared papers
- Matti Kiiski 1 shared papers
- Mikl\'os R\'asonyi 1 shared papers
- Peter Bank 1 shared papers
- Sara Biagini 1 shared papers
- Teemu Penannen 1 shared papers
- Yan Dolinsky 1 shared papers