Emel Savku

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Emneord: stokastisk optimal kontroll, Forsink ligningene, forventet BSDEs, spill teori, Finans

Publikasjoner

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  • Savku, Emel (2023). A Nonzero-Sum Regime-Switching Stochastic Differential Game Application with Constraints.
  • Savku, Emel (2023). A Stochastic Maximum Principle Approach for a Nash Equilibrium of a Nonzero-Sum Game.
  • Savku, Emel (2023). Stochastic Maximum Principle For A Constraint Nonzero-Sum Game Application:Bancassurance.
  • Savku, Emel (2022). An Application of Nonzero-Sum Stochastic Differential Games in Finance.
  • Savku, Emel (2022). An Application of Markov Regime-Switching Models: Bancassurance.
  • Savku, Emel (2022). A Constrained Nonzero-Sum Game Application: Bancassurance.
  • Savku, Emel (2022). An Application of Stochastic Differential Games with Lagrange Multipliers: Bancassurance.
  • Savku, Emel (2022). A Constrained Nonzero-Sum Stochastic Differential Game Application.
  • Savku, Emel (2022). An Application of Stochastic Differential Games with Lagrange Multipliers:Bancassurance.
  • Savku, Emel (2022). A constrained stochastic differential game application: Bancassurance.
  • Savku, Emel (2021). An Application of Stochastic Maximum Principle with Regimes and Memory.
  • Savku, Emel (2021). Stochastic Optimal Control Techniques for a Regime-Switching Model with Applications in Finance.
  • Savku, Emel (2021). A Nonzero-sum Game Formulation for a Markov Regime-Switching Portfolio Strategy.
  • Savku, Emel (2021). Stochastic Maximum Principle with Regimes and Memory.
  • Savku, Emel (2021). Stochastic Differential Games via Dynamic Programming Principle with Regimes.
  • Savku, Emel (2021). Portfolio Strategies via Stochastic Differential Games with Regimes.
  • Savku, Emel (2021). Stochastic Differential Games within the framework of Regime-Switches.

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Publisert 9. sep. 2020 10:46 - Sist endret 9. mai 2022 13:53