Ari-Pekka Perkkiö

According to our database, Ari-Pekka Perkkiö authored at least 6 papers between 2012 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2025

Dual Solutions in Convex Stochastic Optimization.

Teemu Pennanen, Ari-Pekka Perkkiö

Math. Oper. Res., 2025

2018

Shadow price of information in discrete time stochastic optimization.

Teemu Pennanen, Ari-Pekka Perkkiö

Math. Program., 2018

Convex duality in optimal investment and contingent claim valuation in illiquid markets.

Teemu Pennanen, Ari-Pekka Perkkiö

Finance Stochastics, 2018

2017

The scaling limit of superreplication prices with small transaction costs in the multivariate case.

Peter Bank, Yan Dolinsky, Ari-Pekka Perkkiö

Finance Stochastics, 2017

2014

Duality in Convex Problems of Bolza over Functions of Bounded Variation.

Teemu Pennanen, Ari-Pekka Perkkiö

SIAM J. Control. Optim., 2014

2012

Stochastic programs without duality gaps.

Teemu Pennanen, Ari-Pekka Perkkiö

Math. Program., 2012