| Local convergence of the proximal point algorithm and multiplier methods without monotonicity T Pennanen Mathematics of Operations Research 27 (1), 170-191, 2002 | 136 | 2002 |
| A stochastic programming model for asset liability management of a Finnish pension company P Hilli, M Koivu, T Pennanen, A Ranne Annals of Operations Research 152 (1), 115-139, 2007 | 108 | 2007 |
| Epi-convergent discretizations of stochastic programs via integration quadratures T Pennanen, M Koivu Numerische mathematik 100 (1), 141-163, 2005 | 107 | 2005 |
| Epi-convergent discretizations of multistage stochastic programs T Pennanen Mathematics of Operations Research, 245-256, 2005 | 104 | 2005 |
| Inexact variants of the proximal point algorithm without monotonicity AN Iusem, T Pennanen, BF Svaiter SIAM Journal on Optimization 13 (4), 1080-1097, 2003 | 83 | 2003 |
| Epi-convergent discretizations of multistage stochastic programs via integration quadratures T Pennanen Mathematical Programming 116 (1), 461-479, 2009 | 82 | 2009 |
| Hedging of claims with physical delivery under convex transaction costs T Pennanen, I Penner SIAM Journal on Financial Mathematics 1 (1), 158-178, 2010 | 68 | 2010 |
| Dualization of generalized equations of maximal monotone type T Pennanen SIAM Journal on Optimization 10 (3), 809-835, 2000 | 67 | 2000 |
| Cointegration analysis of the Fed model M Koivu, T Pennanen, WT Ziemba Finance Research Letters 2 (4), 248-259, 2005 | 60 | 2005 |
| Proximal methods for cohypomonotone operators PL Combettes, T Pennanen SIAM journal on control and optimization 43 (2), 731-742, 2004 | 60 | 2004 |
| Generalized Mann iterates for constructing fixed points in Hilbert spaces PL Combettes, T Pennanen Journal of Mathematical Analysis and Applications 275 (2), 521-536, 2002 | 56 | 2002 |
| Convex Duality in Stochastic Optimization and Mathematical Finance T Pennanen Mathematics of Operations Research 36, 340-362, 0 | 51* | |
| Integration quadratures in discretization of stochastic programs T Pennanen, M Koivu Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät …, 2002 | 45 | 2002 |
| Arbitrage and deflators in illiquid markets T Pennanen Finance and Stochastics 15 (1), 57-83, 2011 | 41 | 2011 |
| Stochastic programs without duality gaps T Pennanen, AP Perkkiö Mathematical Programming 136 (1), 91-110, 2012 | 40 | 2012 |
| Calibrated option bounds AJ King, M Koivu, T Pennanen International Journal of Theoretical and Applied Finance 8 (02), 141-159, 2005 | 38 | 2005 |
| A user-friendly approach to stochastic mortality modelling H Aro, T Pennanen European Actuarial Journal 1 (2), 151-167, 2011 | 34 | 2011 |
| Modeling assets and liabilities of a Finnish pension insurance company: a VEqC approach M Koivu*, T Pennanen, A Ranne Scandinavian Actuarial Journal 2005 (1), 46-76, 2005 | 33 | 2005 |
| Superhedging in illiquid markets T Pennanen Mathematical Finance 21 (3), 519-540, 2011 | 32 | 2011 |
| Reduced form modeling of limit order markets P Malo, T Pennanen Quantitative Finance 12 (7), 1025-1036, 2012 | 31 | 2012 |
Ari-Pekka PerkkiöLudwig-Maximilians-Universität MünchenE-mail megerősítve itt: math.lmu.de
