Emel Savku

Available identifiers

zbMath Open savku.emelMaRDI QIDQ1626519

List of research outcomes

Publication	Date of Publication	Type
Memory and Anticipation: Two main theorems for Markov regime-switching stochastic processes	2023-02-27	Paper
A stochastic control approach for constrained stochastic differential games with jumps and regimes	2023-01-30	Paper
Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market	2022-06-13	Paper
A regime-switching model with applications to finance: Markovian and non-Markovian cases	2021-12-07	Paper
A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance	2018-11-27	Paper

Research outcomes over time

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