Busra Zeynep Temocin

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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!

PublicationDate of PublicationType
Strong order Runge-Kutta method for stochastic optimal control problems of the Merton jump diffusion model
Optimal Control Applications & Methods
2026-03-25Paper
Constant proportion portfolio insurance in defined contribution pension plan management
Annals of Operations Research
2018-11-12Paper
Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading
Annals of Operations Research
2018-03-02Paper
Applications of the central limit theorem for pricing cliquet-style options
European Actuarial Journal
2018-01-12Paper
Optimal control of stochastic hybrid system with jumps: a numerical approximation
Journal of Computational and Applied Mathematics
2015-06-17Paper
Pricing and completion in a Lévy market model with Teugel martingales2013-05-24Paper


Research outcomes over time


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