Emel Savku

Publication Activity (10 Years)

Years Active: 2018-2022
Publications (10 Years): 2

Top Topics

Laplace Transform

Stochastic Dynamic Programming

Diffusion Models

Top Venues

Ann. Oper. Res.

J. Optim. Theory Appl.

Publications

Emel Savku, Gerhard-Wilhelm Weber
Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market. Ann. Oper. Res. 312 (2) (2022)
Emel Savku, Gerhard-Wilhelm Weber
A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Finance. J. Optim. Theory Appl. 179 (2) (2018)