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 |
|---|---|---|
| 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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