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Teemu Pennanen
Observed names:
Pennanen, Teemu,
T. Pennanen,
T. Pennanen.,
TEEMU PENNANEN,
Teemu Pennanen.
Institution:
King's College London
Observed institutions:
King's College London,
University of Washington,
Foundation for Economic Education,
University of Jyväskylä,
Aalto University
ORCID:
0000-0002-7965-1089
Observed ORCID:
0000-0002-7965-1089
OpenAlex ID:
A5071170034
Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity
2002
·
Teemu Pennanen
·
Mathematics of Operations Research
·
132
Inexact Variants of the Proximal Point Algorithm without Monotonicity
2003
·
A. N. Iusem
, T. Pennanen.
, et al.
·
SIAM Journal on Optimization
·
82
A stochastic programming model for asset liability management of a Finnish pension company
2006
·
Petri Hilli
, Matti Koivu
, et al.
·
Annals of Operations Research
·
76
Epi-convergent discretizations of stochastic programs via integration quadratures
2005
·
Teemu Pennanen
, Matti Koivu
·
Numerische Mathematik
·
76
Epi-Convergent Discretizations of Multistage Stochastic Programs
2005
·
Teemu Pennanen
·
Mathematics of Operations Research
·
65
Epi-convergent discretizations of multistage stochastic programs via integration quadratures
2007
·
Teemu Pennanen
·
Mathematical Programming
·
63
Hedging of Claims with Physical Delivery under Convex Transaction Costs
2010
·
Teemu Pennanen
, Irina Penner
·
SIAM Journal on Financial Mathematics
·
61
Dualization of Generalized Equations of Maximal Monotone Type
2000
·
Teemu Pennanen.
·
SIAM Journal on Optimization
·
60
Cointegration analysis of the Fed model
2005
·
Matti Koivu
, Teemu Pennanen
, et al.
·
Finance research letters
·
59
Proximal Methods for Cohypomonotone Operators
2004
·
Patrick L. Combettes
, Teemu Pennanen
·
SIAM Journal on Control and Optimization
·
58
Convex Duality in Stochastic Optimization and Mathematical Finance
2011
·
Teemu Pennanen
·
Mathematics of Operations Research
·
49
Generalized Mann iterates for constructing fixed points in Hilbert spaces
2002
·
Patrick L. Combettes
, Teemu Pennanen
·
Journal of Mathematical Analysis and Applications
·
42
PDF
Stochastic programs without duality gaps
2012
·
Teemu Pennanen
, Ari-Pekka Perkkiö
·
Mathematical Programming
·
35
PDF
Optimal investment and contingent claim valuation in illiquid markets
2014
·
Teemu Pennanen
·
Finance and Stochastics
·
33
Arbitrage and deflators in illiquid markets
2009
·
Teemu Pennanen
·
Finance and Stochastics
·
33
PDF
Calibrated Option Bounds
2005
·
ALAN J. KING
, MATTI KOIVU
, et al.
·
International Journal of Theoretical and Applied Finance
·
31
Superhedging in Illiquid Markets
2010
·
Teemu Pennanen
·
Mathematical Finance
·
30
Arbitrage pricing of American contingent claims in incomplete markets - a convex optimization approach
2004
·
Pennanen, Teemu
, King, Alan J.
·
edoc Publication server (Humboldt University of Berlin)
·
24
Introduction to convex optimization in financial markets
2012
·
Teemu Pennanen
·
Mathematical Programming
·
23
A user-friendly approach to stochastic mortality modelling
2011
·
Helena Aro
, Teemu Pennanen
·
European Actuarial Journal
·
23
Dual representation of superhedging costs in illiquid markets
2011
·
Teemu Pennanen
·
Mathematics and Financial Economics
·
22
Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach
2005
·
Matti Koivu*
, Teemu Pennanen
, et al.
·
Scandinavian Actuarial Journal
·
20
Integration quadratures in discretization of stochastic programs
2002
·
Pennanen, Teemu
, Koivu, Matti
·
PubMed
·
20
Reduced form modeling of limit order markets
2011
·
Pekka Malo
, Teemu Pennanen
·
Quantitative Finance
·
19
On the range of monotone composite mappings
2001
·
Teemu Pennanen
·
Journal of nonlinear and convex analysis
·
18
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Works count:
118
Citation count:
1,498
H-index:
21
I10-index:
39
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