Dualization of Generalized Equations of Maximal Monotone Type. - Teemu Pennanen (SIAM J. Optim., 2000)

Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity. - Teemu Pennanen (Math. Oper. Res., 2002)

Solving monotone inclusions with linear multi-step methods. - Teemu Pennanen; Benar Fux Svaiter (Math. Program., 2003)

Inexact Variants of the Proximal Point Algorithm without Monotonicity. - Alfredo N. Iusem; Teemu Pennanen; Benar Fux Svaiter (SIAM J. Optim., 2003)

Proximal Methods for Cohypomonotone Operators. - Patrick L. Combettes; Teemu Pennanen (SIAM J. Control. Optim., 2004)

Epi-Convergent Discretizations of Multistage Stochastic Programs. - Teemu Pennanen (Math. Oper. Res., 2005)

Epi-convergent discretizations of stochastic programs via integration quadratures. - Teemu Pennanen; Matti Koivu (Numerische Mathematik, 2005)

Financial Optimization. - Teemu Pennanen (OR, 2006)

A splitting method for stochastic programs. - Teemu Pennanen; Markku Kallio (Ann. Oper. Res., 2006)

A stochastic programming model for asset liability management of a Finnish pension company. - Petri Hilli; Matti Koivu; Teemu Pennanen; Antero Ranne (Ann. Oper. Res., 2007)

Epi-convergent discretization of the generalized Bolza problem in dynamic optimization. - Boris S. Mordukhovich; Teemu Pennanen (Optim. Lett., 2007)

Special issue: Stochastic Programming in EURO XXII in Prague. - Jitka Dupacová; Teemu Pennanen (Kybernetika, 2008)

Numerical study of discretizations of multistage stochastic programs. - Petri Hilli; Teemu Pennanen (Kybernetika, 2008)

Epi-convergent discretizations of multistage stochastic programs via integration quadratures. - Teemu Pennanen (Math. Program., 2009)

Hedging of Claims with Physical Delivery under Convex Transaction Costs. - Teemu Pennanen; Irina Penner (SIAM J. Financial Math., 2010)

Arbitrage and deflators in illiquid markets. - Teemu Pennanen (Finance Stochastics, 2011)

Convex Duality in Stochastic Optimization and Mathematical Finance. - Teemu Pennanen (Math. Oper. Res., 2011)

Introduction to convex optimization in financial markets. - Teemu Pennanen (Math. Program., 2012)

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

Optimal investment and contingent claim valuation in illiquid markets. - Teemu Pennanen (Finance Stochastics, 2014)

Convex duality in optimal investment under illiquidity. - Teemu Pennanen (Math. Program., 2014)

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

Erratum: "Convex Duality in Stochastic Optimization and Mathematical Finance". - Teemu Pennanen (Math. Oper. Res., 2016)

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)

Efficient Allocations in Double Auction Markets. - Teemu Pennanen (Math. Oper. Res., 2022)