Emel Savku
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Publikasjoner
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Savku, Emel (2023). A Stochastic Control Approach for Constrained Stochastic Differential Games with Jumps and Regimes. Mathematics. ISSN 2227-7390. 11(14). doi: 10.3390/math11143043. Fulltekst i vitenarkiv
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Savku, Emel (2022). Fundamentals of Market Making Via Stochastic Optimal Control. I Purutçuoğlu, Vilda; Weber, Gerhard-Wilhelm & Farnoudkia, Hajar (Red.), Operations Research: New Paradigms and Emerging Applications. CRC Press. ISSN 978-1-032-34926-8. s. 136–154.
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Savku, Emel (2023). A Nonzero-Sum Regime-Switching Stochastic Differential Game Application with Constraints.
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Savku, Emel (2023). A Stochastic Maximum Principle Approach for a Nash Equilibrium of a Nonzero-Sum Game.
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Savku, Emel (2023). Stochastic Maximum Principle For A Constraint Nonzero-Sum Game Application:Bancassurance.
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Savku, Emel (2022). An Application of Nonzero-Sum Stochastic Differential Games in Finance.
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Savku, Emel (2022). An Application of Markov Regime-Switching Models: Bancassurance.
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Savku, Emel (2022). A Constrained Nonzero-Sum Game Application: Bancassurance.
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Savku, Emel (2022). An Application of Stochastic Differential Games with Lagrange Multipliers: Bancassurance.
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Savku, Emel (2022). A Constrained Nonzero-Sum Stochastic Differential Game Application.
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Savku, Emel (2022). An Application of Stochastic Differential Games with Lagrange Multipliers:Bancassurance.
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Savku, Emel (2022). A constrained stochastic differential game application: Bancassurance.
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Savku, Emel (2021). An Application of Stochastic Maximum Principle with Regimes and Memory.
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Savku, Emel (2021). Stochastic Optimal Control Techniques for a Regime-Switching Model with Applications in Finance.
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Savku, Emel (2021). A Nonzero-sum Game Formulation for a Markov Regime-Switching Portfolio Strategy.
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Savku, Emel (2021). Stochastic Maximum Principle with Regimes and Memory.
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Savku, Emel (2021). Stochastic Differential Games via Dynamic Programming Principle with Regimes.
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Savku, Emel (2021). Portfolio Strategies via Stochastic Differential Games with Regimes.
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Savku, Emel (2021). Stochastic Differential Games within the framework of Regime-Switches.
Publisert
9. sep. 2020 10:46
- Sist endret
9. mai 2022 13:53