Emel Savku
Postdoktor
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Risiko og stokastikk

English version of this page
E-post
emelsa@math.uio.no
Rom
1004
Brukernavn
Besøksadresse
Moltke Moes vei 35
Niels Henrik Abels hus
0851 Oslo
Postadresse
Postboks 1053 Blindern
0316 Oslo
Andre tilknytninger
Den internasjonale sommerskole
(Student)
Publikasjoner
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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