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Optimal investment and contingent claim valuation in illiquid markets
Pennanen, Teemu - In: Finance and stochastics 18 (2014) 4, pp. 733-754
Persistent link: https://www.econbiz.de/10010413679
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Cointegration analysis of the Fed model
Koivu, Matti; Pennanen, Teemu; Ziemba, William T. - In: Finance research letters 2 (2005) 4, pp. 248-259
Persistent link: https://www.econbiz.de/10003219495
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Convex duality in optimal investment and contingent claim valuation in illiquid markets
Pennanen, Teemu; Perkkiö, Ari-Pekka - In: Finance and stochastics 22 (2018) 4, pp. 733-771
Persistent link: https://www.econbiz.de/10011946560