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内部出版物
CNKI学位论文(4)
知网期刊论文(1)
在“
SpringerLink电子期刊
”中,
命中:
13
条,耗时:小于0.01 秒
在所有数据库中总计命中:
5
条
1.
Existence of solutions in non-convex dynamic programming and optimal investment
作者:
Teemu
Pennanen
;
Ari-Pekka Perkkiö
;
Miklós Rásonyi
关键词:
Non
;
convex optimization
;
Dynamic programming
;
Non
;
concave utility functions
;
Market frictions
;
Illiquidity
刊名:Mathematics and Financial Economics
出版年:2017
2.
Optimal investment and contingent claim valuation in illiquid markets
作者:
Teemu
Pennanen
关键词:
Illiquidity
;
Optimal investment
;
Reserving
;
Indifference pricing
;
Swap contracts
;
52A07
;
91B25
;
91B26
;
91B30
;
G13
;
G22
;
G32
刊名:Finance and Stochastics
出版年:2014
3.
Convex duality in optimal investment under illiquidity
作者:
Teemu
Pennanen
(1)
关键词:
Optimal investment
;
Illiquidity
;
Convex duality
;
90C25
;
46A20
;
91Gxx
刊名:Mathematical Programming
出版年:2014
4.
Introduction to convex optimization in financial markets
作者:
Teemu
Pennanen
(1)
teemu
.
pennanen
@kcl.ac.uk
关键词:
Mathematics Subject Classification 90C25 –
;
91Gxx
刊名:Mathematical Programming
出版年:2012
5.
Stochastic programs without duality gaps
作者:
Teemu
Pennanen
(1)
Ari-Pekka Perkki? (2)
关键词:
Stochastic programming
;
Parametric optimization
;
Convex duality
;
52A41
;
90C15
;
90C31
;
46A20
刊名:Mathematical Programming
出版年:2012
6.
Epi-convergent discretizations of multistage stochastic programs via integration quadratures
作者:
Teemu
Pennanen
关键词:
Stochastic programming
;
Discretization
;
Epi
;
convergence
;
Quadrature
刊名:Mathematical Programming
出版年:2009
7.
A stochastic programming model for asset liability management of a Finnish pension company
作者:
Petri Hilli
;
Matti Koivu
;
Teemu
Pennanen
and Antero Ranne
关键词:
Stochastic optimization
;
Asset
;
liability management
;
Econometric modeling
;
Discretization
刊名:Annals of Operations Research
出版年:2007
8.
A stochastic programming model for asset liability management of a Finnish pension company
作者:
Petri Hilli
;
Matti Koivu
;
Teemu
Pennanen
and Antero Ranne
关键词:
Stochastic optimization
;
Asset
;
liability management
;
Econometric modeling
;
Discretization
刊名:Annals of Operations Research
出版年:2007
9.
A splitting method for stochastic programs
作者:
Teemu
Pennanen
and Markku Kallio
刊名:Annals of Operations Research
出版年:2006
10.
Epi-convergent discretizations of stochastic programs via integration quadratures
作者:
Teemu
Pennanen
and Matti Koivu
刊名:Numerische Mathematik
出版年:2005
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