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researcher

T. Pennanen

32 papers hereh-index 241.8k citations101 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author5
  • first author18
  • middle author2
  • last author4

Across the 29 of 32 papers where every author was matched, so the position is known.

fields
  • math.OC12
  • q-fin.PR6
  • math.PR4
  • q-fin.RM2
  • q-fin.ST2
  • q-fin.TR2

identity via Semantic Scholar / OpenAlex

activity
20082026
most citedStochastic modeling of assets and liabilities with mortality risk

94 citations · 145 across the 20 of their papers we have counts for

collaborators
Showing 2017Show all

1 paper · 1 filter

math.PR2017

Convex duality in nonlinear optimal transport

Teemu Pennanen, Ari-Pekka Perkkiö

This article studies problems of optimal transport, by embedding them in a general functional analytic framework of convex optimization. This provides a unified treatment of a larg…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.