Busra Zeynep Temocin

MaRDI QIDQ1621916zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A new numerical scheme for stochastic control problems of jump-diffusion equations by means of Runge-Kutta method Journal of Computational and Applied Mathematics	2026-08-14	Paper
Strong order Runge-Kutta method for stochastic optimal control problems of the Merton jump diffusion model Optimal Control Applications & Methods	2026-03-25	Paper
Constant proportion portfolio insurance in defined contribution pension plan management Annals of Operations Research	2018-11-12	Paper
Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading Annals of Operations Research	2018-03-02	Paper
Applications of the central limit theorem for pricing cliquet-style options European Actuarial Journal	2018-01-12	Paper
Optimal control of stochastic hybrid system with jumps: a numerical approximation Journal of Computational and Applied Mathematics	2015-06-17	Paper
Pricing and completion in a Lévy market model with Teugel martingales	2013-05-24	Paper

Research outcomes over time

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