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Superhedging in illiquid markets
Pennanen, Teemu - In: Mathematical finance : an international journal of … 21 (2011) 3, pp. 519-540
Persistent link: https://www.econbiz.de/10009156016
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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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Liability-driven investment in risk management
Aro, Helena; Pennanen, Teemu - In: Optimal financial decision making under uncertainty, (pp. 121-136). 2017
Persistent link: https://www.econbiz.de/10011558444
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A stochastic oil price model for optimal hedging and risk management
Pennanen, Teemu; Bonatto, Luciane Sbaraini - In: International journal of theoretical and applied … 25 (2022) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10013189999