Emel Savku

Postdoktor - Risiko og stokastikk (SEKSJON 3)

$Bilde av Emel Savku$

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)

Last ned visittkort

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

Publikasjoner

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.

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