Search Results - Savku, Emel

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  1. 1
    A Stochastic Control Approach for Constrained Stochastic Differential Games with Jumps and Regimes

    A Stochastic Control Approach for Constrained Stochastic Differential Games with Jumps and Regimes by Savku, Emel

    Published in Mathematics (Basel)
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  2. 2
    A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Finance

    A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Finance by Savku, Emel, Weber, Gerhard-Wilhelm

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  3. 3
    Assessing MiFID II Regulation on Tick Sizes: A Transaction Costs Analysis Viewpoint

    Assessing MiFID II Regulation on Tick Sizes: A Transaction Costs Analysis Viewpoint by Laruelle, Sophie, Rosenbaum, Mathieu, Savku, Emel

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  4. 4
    Memory and Anticipation: Two main theorems for Markov regime-switching stochastic processes

    Memory and Anticipation: Two main theorems for Markov regime-switching stochastic processes by Savku, Emel

    Published in arXiv.org
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  5. 5
    A stochastic control approach for constrained stochastic differential games with jumps and regimes

    A stochastic control approach for constrained stochastic differential games with jumps and regimes by Savku, Emel

    Published in arXiv.org
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