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Existence of solutions in non-convex dynamic programming and optimal investment
Pennanen, Teemu; Perkkiö, Ari-Pekka; Rásonyi, Miklós - In: Mathematics and financial economics 11 (2017) 2, pp. 173-188
Persistent link: https://www.econbiz.de/10011900537
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Dual representation of superhedging costs in illiquid markets
Pennanen, Teemu - In: Mathematics and financial economics 5 (2011) 4, pp. 233-248
Persistent link: https://www.econbiz.de/10009549054
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Optimal collective investment : an analysis of individual welfare
Branger, Nicole; Chen, An; Mahayni, Antje; Nguyen, Thai - In: Mathematics and financial economics 17 (2023) 1, pp. 101-125
Persistent link: https://www.econbiz.de/10014226255