Grand Duchy of Finland, Where is it ?

So during my Russian campaign I captured Finland, but couldn't liberate it.

Is it missing ? Or did I miss it ?

not sure if it exists in-game : /

The note it gives you mentions the Grand Duke congratulating you on capturing Finland. Which is kind of dumb since the Tsar was the Grand Duke. From what I know of Russian titles, 'Grand Duke' basically meant part of the imperial family, sort of like 'prince'...except 'prince' in Russia was sort of like 'duke' in other places.

Fun, huh?

Finland should definitely be there, as the conquest in years 1808-9 signified the birth of the Grand Duchy of Finland, an autonomous part of the Russian empire. Soon after that six infantry battalions were formed in the country.

http://en.wikipedia.org/wiki/Grand_Duchy_of_Finland