Authors: Pennanen, Teemu, Perkkiö, Ari-Pekka

Superior Title: In Stochastic Processes and their Applications March 2023 157:69-93

Authors: Maia, Luiz Fernando G. N., Pennanen, Teemu, da Silva, Moacyr A. H. B., Targino, Rodrigo S.

Subject Terms: Statistics - Applications

Relation: http://arxiv.org/abs/2312.04338

Availability: http://arxiv.org/abs/2312.04338

Authors: Pennanen, Teemu, Perkkiö, Ari-Pekka^{Aff2, IDs11117022008674_cor2}

Superior Title: Positivity: An International Mathematics Journal devoted to Theory and Applications of Positivity. 26(1)

Authors: Pennanen, Teemu, Sbaraini Bonatto, Luciane

Superior Title: Pennanen , T & Sbaraini Bonatto , L 2022 , ' A stochastic oil price model for optimal hedging and risk management ' , International Journal of Theoretical and Applied Finance . https://doi.org/10.1142/S0219024922500091

File Description: application/pdf

Availability: https://doi.org/10.1142/S0219024922500091
https://kclpure.kcl.ac.uk/portal/en/publications/a-stochastic-oil-price-model-for-optimal-hedging-and-risk-management(f0e72c14-4395-4cb7-b60d-0a138367afb1).html
https://kclpure.kcl.ac.uk/ws/files/198557306/A_stochastic_oil_price_PENNANEN_Accepted10Jan2022_GREEN_AAM.pdf
https://kclpure.kcl.ac.uk/ws/files/168295069/Spot_Model_accepted.pdf

Authors: Pennanen, Teemu, Perkkiö, Ari-Pekka

Subject Terms: Mathematics - Optimization and Control

Relation: http://arxiv.org/abs/2203.17107

Availability: http://arxiv.org/abs/2203.17107

Authors: Pennanen, Teemu, Perkkiö, Ari-Pekka

Subject Terms: Mathematics - Optimization and Control, Mathematics - Probability

Relation: http://arxiv.org/abs/2205.15825

Availability: http://arxiv.org/abs/2205.15825

Authors: Pennanen, Teemu, Perkkiö, Ari-Pekka

Subject Terms: Mathematics - Optimization and Control, Mathematics - Probability

Relation: http://arxiv.org/abs/2205.02045

Availability: http://arxiv.org/abs/2205.02045

Authors: Pennanen, Teemu, Perkkiö, Ari-Pekka

Superior Title: In Journal of Functional Analysis 15 August 2019 277(4):1029-1060

Authors: Alvares Maffra, Sergio, Armstrong, John, Pennanen, Teemu

Superior Title: Scandinavian Actuarial Journal ; volume 2021, issue 8, page 695-725 ; ISSN 0346-1238 1651-2030

Subject Terms: Statistics, Probability and Uncertainty, Economics and Econometrics, Statistics and Probability

Availability: https://doi.org/10.1080/03461238.2021.1873176

Authors: Aro, Helena^Aff7, Pennanen, Teemu^Aff8

Contributors: Price, Camille C., Series editor^Aff1, Zhu, Joe, Series editor^Aff2, Hillier, Frederick S., Series editor^Aff3, Consigli, Giorgio, editor^Aff4, Kuhn, Daniel, editor^Aff5, Brandimarte, Paolo, editor^Aff6

Superior Title: Optimal Financial Decision Making under Uncertainty. 245:121-136

Authors: Pennanen, Teemu, Perkkiö, Ari-Pekka

Superior Title: In Stochastic Processes and their Applications May 2018 128(5):1652-1677

Authors: Pennanen, Teemu^Aff1, Perkkiö, Ari-Pekka^Aff2

Superior Title: Finance and Stochastics. 22(4):733-771

Authors: Pennanen, Teemu, Rakwongwan, Udomsak

Subject Terms: Quantitative Finance - Pricing of Securities, Quantitative Finance - Computational Finance

Relation: http://arxiv.org/abs/2008.01463

Availability: http://arxiv.org/abs/2008.01463

Authors: Pennanen, Teemu, Perkkiö, Ari-Pekka

Subject Terms: Mathematics - Probability

Relation: http://arxiv.org/abs/2008.08934

Availability: http://arxiv.org/abs/2008.08934

Authors: Maffra, Sergio Alvares, Armstrong, John, Pennanen, Teemu

Subject Terms: Quantitative Finance - Risk Management, Economics - Econometrics, Mathematics - Optimization and Control

Relation: http://arxiv.org/abs/2005.09974

Availability: https://doi.org/10.1111/j.1365-2966.2005.09974.x
http://arxiv.org/abs/2005.09974

Authors: Pennanen, Teemu

Subject Terms: Economics - Theoretical Economics

Relation: http://arxiv.org/abs/2001.02071

Availability: http://arxiv.org/abs/2001.02071

Authors: Pennanen, Teemu, Revalski, Julian P., Théra, Michel

Superior Title: Proceedings of the American Mathematical Society, 2003 Dec 01. 131(12), 3721-3729.

Access URL: https://www.jstor.org/stable/1194521

Authors: Pennanen, Teemu

Superior Title: Mathematics of Operations Research, 2002 Feb 01. 27(1), 170-191.

Access URL: https://www.jstor.org/stable/3690668

Authors: Pennanen, Teemu

Subject Terms: Mathematics, Probability theory and stochastic processes, Game theory, economics, social and behavioral sciences

Subject Geographic: Oaxaca (Mexico : State)

File Description: 32.0; video/mp4

Relation: 18w5080: Stochastic Analysis and its Applications; BIRS Workshop Lecture Videos (Oaxaca (Mexico : State))

Availability: http://hdl.handle.net/2429/68854

Authors: Pennanen, Teemu^Aff1, Perkkiö, Ari-Pekka

Superior Title: Mathematical Programming: A Publication of the Mathematical Optimization Society. 168(1-2):347-367