Stochastic programs without duality gaps. - Teemu Pennanen; Ari-Pekka Perkkiö (Math. Program., 2012)

Duality in Convex Problems of Bolza over Functions of Bounded Variation. - Teemu Pennanen; Ari-Pekka Perkkiö (SIAM J. Control. Optim., 2014)

The scaling limit of superreplication prices with small transaction costs in the multivariate case. - Peter Bank; Yan Dolinsky; Ari-Pekka Perkkiö (Finance Stochastics, 2017)

Convex duality in optimal investment and contingent claim valuation in illiquid markets. - Teemu Pennanen; Ari-Pekka Perkkiö (Finance Stochastics, 2018)

Shadow price of information in discrete time stochastic optimization. - Teemu Pennanen; Ari-Pekka Perkkiö (Math. Program., 2018)

Dual Solutions in Convex Stochastic Optimization. - Teemu Pennanen; Ari-Pekka Perkkiö (Math. Oper. Res., 2025)